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Volumn 27, Issue 6, 1996, Pages 551-559

Adjustment costs in mean-variance efficiency analysis

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; DECISION MAKING; MARKETING; RISK ASSESSMENT; STATISTICAL METHODS;

EID: 0030168845     PISSN: 00207721     EISSN: 14645319     Source Type: Journal    
DOI: 10.1080/00207729608929249     Document Type: Article
Times cited : (2)

References (17)
  • 1
    • 0010677947 scopus 로고
    • Theoretical relations between risk premiums and conditional variances
    • Queen’s University
    • Backus, D., and Gregory, A., 1989, Theoretical relations between risk premiums and conditional variances. Working Paper in Economics, Queen’s University.
    • (1989) Working Paper in Economics
    • Backus, D.1    Gregory, A.2
  • 4
    • 3643110804 scopus 로고
    • Mean variance analysis in financial economies
    • H. Motamen, London. U.K, Chapman &Hall)
    • Couhakis, W., 1988, Mean variance analysis in financial economies. Economic Modelling in the OECD Countries, edited by H. Motamen (London. U.K.: Chapman &Hall)
    • (1988) Economic Modelling in the OECD Countries
    • Couhakis, W.1
  • 7
    • 0003533722 scopus 로고
    • Relationship between the expected value and volatility of the nominal excess return on stocks
    • Research Center, Northwestern University
    • Glosten, L., Jagannathan, R., and Runkle, D., 1989, Relationship between the expected value and volatility of the nominal excess return on stocks. Working Paper of the Banking Research Center, Northwestern University.
    • (1989) Working Paper of the Banking
    • Glosten, L.1    Jagannathan, R.2    Runkle, D.3
  • 8
    • 3643057610 scopus 로고
    • Adjustment costs and mcan-variance efficiency in U.K. Financial markets
    • H. Motamen, London, U.K, Chapman and Hall
    • Green, C. J., 1988, Adjustment costs and mcan-variance efficiency in U.K. financial markets. Economic Modelling in the OECD Countries, edited by H. Motamen (London, U.K.: Chapman and Hall).
    • (1988) Economic Modelling in the OECD Countries
    • Green, C.J.1
  • 9
    • 0011421071 scopus 로고
    • Some results on the optimal partitioning of variance and monotonicity with the truncation level
    • P. Krishnaiah, Amsterdam, The Netherlands: North Holland)
    • Karlin, S., 1982, Some results on the optimal partitioning of variance and monotonicity with the truncation level. Statistics and Probability, edited by P. Krishnaiah (Amsterdam, The Netherlands: North Holland).
    • (1982) Statistics and Probability
    • Karlin, S.1
  • 12
    • 3643129575 scopus 로고
    • Capital risk and models of investment behavior
    • H. MotamenLondon, U.K Chapman and Hall
    • Pindyck, R. S., 1988, Capital risk and models of investment behavior. Economic Modelling in the OECD Countries, edited by H. Motamen (London, U.K.: Chapman and Hall).
    • (1988) Economic Modelling in the OECD Countries
    • Pindyck, R.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.