MUTUAL FUND SEPARATION IN FINANCIAL THEORY - SEPARATING DISTRIBUTIONS

被引：138

作者：

ROSS, SA ^{[1
]}

机构：

[1] YALE UNIV,DEPT ECON,NEW HAVEN,CT 06520

来源：

JOURNAL OF ECONOMIC THEORY | 1978年 / 17卷 / 02期

关键词：

D O I：

10.1016/0022-0531(78)90073-X

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：254 / 286

页数：33

共 38 条

[1] COUNTER-EXAMPLES TO AN ASSERTION CONCERNING NORMAL DISTRIBUTION AND A NEW STOCHASTIC PRICE FLUCTUATION MODEL [J].

AGNEW, RA .

REVIEW OF ECONOMIC STUDIES, 1971, 38 (115) :381-383

[2]

Arrow K., 1971, ESSAYS THEORY RISK B

[3] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].

BLACK, F .

JOURNAL OF BUSINESS, 1972, 45 (03) :444-455

[4] NOTE ON UNCERTAINTY AND INDIFFERENCE CURVES [J].

BORCH, K .

REVIEW OF ECONOMIC STUDIES, 1969, 36 (01) :1-4

[5]

Breiman L., 1968, PROBABILITY

[6] STRUCTURE OF INVESTOR PREFERENCES AND ASSET RETURNS, AND SEPARABILITY IN PORTFOLIO ALLOCATION - CONTRIBUTION TO PURE THEORY OF MUTUAL FUNDS [J].

CASS, D ;

STIGLITZ, JE .

JOURNAL OF ECONOMIC THEORY, 1970, 2 (02) :122-160

[7] PORTFOLIO ANALYSIS IN A STABLE PARETIAN MARKET [J].

FAMA, EF .

MANAGEMENT SCIENCE, 1965, 11 (03) :404-419

[8] RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J].

FAMA, EF .

JOURNAL OF FINANCE, 1968, 23 (01) :29-40

[9] MEAN-VARIANCE ANALYSIS IN THEORY OF LIQUIDITY PREFERENCE AND PORTFOLIO SELECTION [J].

FELDSTEIN, MS .

REVIEW OF ECONOMIC STUDIES, 1969, 36 (01) :5-12

[10] SEPARATION THEOREMS AND EXPECTED UTILITIES [J].

FISHBURN, PC .

JOURNAL OF ECONOMIC THEORY, 1975, 11 (01) :16-34

← 1 2 3 4 →