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課程論文之不同借貸利率下的安全第一模型(參考版)

2025-07-01 21:58本頁面
  

【正文】 參考文獻[1]Markowitz H. Portfolio Selection[J].Journal of Finance,1952,7:7791[2]Roy A D. Safety first and the holding o f assets[J].Econometrica , 1952, 20: 431~449[3]Telser L. Safety first and hedging [J]. Review of Economic Studies, 1956, 23: 1~16.[4]Kataoka S. A stochastic programming model [J].Econometrica, 1963, 31: 181~196.[5]Pyle D H, Turnovsky S J. Safetyfirst and expected utility maximization in meanstandard deviation portfolio analysis [J].The Review of Economics and Statistics, 1970, 52(1) : 75~81.[6]Arzac E, Bawa V. Portfolio choice and equilibrium in capital markets with safetyfirst investors [J].Financial Economics, 1977, 4: 277~288.[7]Engels M. Portfolio optimization: Beyond Markowitz[D].Master’s Thesis,2004.[8]于培民、[J].華僑大學學報(自然科學版),2003,24(4).[9]Zhang S M, Wang S Y, Deng X T. Portfolio Selection Theory with Different Interest Rates for Borrowing and Lending[J].Journal of Global Optimization,2004,28:6795.[10]姚海洋,[J].系統(tǒng)工程理論與實踐,2009,29(1).[11]余湄,[J].系統(tǒng)科學與數(shù)學,2009,29(4):53654
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