Portfolio response to a shift in a return distribution: The case of n-dependent assets

International Economic Review

Volumn 38, Issue 4, 1997, Pages 945-950

  Mitchell, Douglas W ^a   Douglas, Stratford M ^a  

^a WEST VIRGINIA UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0345811245     PISSN: 00206598     EISSN: None     Source Type: Journal    
DOI: 10.2307/2527223     Document Type: Article

References (4)

1. HADAR, J. AND T.K. SEO, "The Effects of Shifts in a Return Distribution on Optimal Portfolios," International Economic Review 31 (1990), 721-736.
2. INGERSOLL, J.E., Theory of Financial Decision Making (Totawa: Rowman and Littlefield 1987).
3. MEYER, J. AND M.B. ORMISTON, "The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns," International Economic Review 35 (1994), 603-612.
4. MITCHELL, D.W., "Relative Risk Aversion with Arrow-Debreu Securities," International Economic Review 35 (1994), 257-258.