论文信息 - 3 – PORTFOLIO THEORY AND THE MEASUREMENT OF RISK - 字舞流文

3 – PORTFOLIO THEORY AND THE MEASUREMENT OF RISK

[1] C. Coombs,et al. Ordmet: A general algorithm for constructing all numerical solutions to ordered metric structures , 1975 .

[2] Clyde H. Coombs,et al. Additivity of risk in portfolios , 1971 .

[3] Clyde H. Coombs,et al. A test of ve-theories of risk and the effect of the central limit theorem , 1971 .

[4] Alexander Pollatsek,et al. A theory of risk , 1970 .

[5] Clyde H. Coombs,et al. Tests of a portfolio theory of risk preference , 1970 .

[6] Clyde H. Coombs,et al. Polynomial psychophysics of risk , 1970 .

[7] David E. Meyer,et al. Risk-preference in coin-toss games , 1969 .

[8] C. Starr. Social benefit versus technological risk. , 1969, Science.

[9] Johann Pfanzag. A general theory of measurement applications to utility , 1959 .

[10] D. Bernoulli. Exposition of a New Theory on the Measurement of Risk , 1954 .

[11] H. Markowitz. The Utility of Wealth , 1952, Journal of Political Economy.

[12] L. J. Savage,et al. The Utility Analysis of Choices Involving Risk , 1948, Journal of Political Economy.

[13] Gerhard Tintner. A Contribution to the Non-Static Theory of Choice , 1942 .

[14] Jacob Marschak,et al. Money and the Theory of Assets , 1938 .