<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">【</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">1</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">】</SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目:</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者:</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Sanford J. Grossman</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">,</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Zhongquan Zhou</FONT></SPAN><I><SUP><SPAN lang=EN style="DISPLAY: none; FONT-SIZE: 8.5pt; COLOR: black; FONT-FAMILY: Verdana; mso-bidi-font-size: 12.0pt; mso-font-kerning: 0pt; mso-bidi-font-family: 宋体; mso-hide: all; mso-ansi-language: EN">1</SPAN></SUP></I><I><SPAN lang=EN style="DISPLAY: none; FONT-SIZE: 9.5pt; COLOR: black; FONT-FAMILY: Verdana; mso-bidi-font-size: 12.0pt; mso-font-kerning: 0pt; mso-bidi-font-family: 宋体; mso-hide: all; mso-ansi-language: EN">Department of Finance, the Wharton School, University of Pennsylvania, Philadelphia, PA</SPAN></I><I><SPAN lang=EN style="FONT-SIZE: 9.5pt; COLOR: black; FONT-FAMILY: Verdana; mso-font-kerning: 0pt; mso-bidi-font-family: 宋体; mso-ansi-language: EN">
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊:</SPAN><B style="mso-bidi-font-weight: normal"><SPAN lang=EN-US><FONT face="Times New Roman">Mathematical Finance</FONT></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">,</SPAN></B><SPAN lang=EN-US><FONT face="Times New Roman">Volume 3 Issue 3 Page 241-276, July 1993 </FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9965.1993.tb00044.x</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目:</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Earnings uncertainty and precautionary saving</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者:</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Luigi Guiso</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">,</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Tullio Jappelli</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊:</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/03043932"><B><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Journal of Monetary Economics</FONT></SPAN></B></A><FONT face="Times New Roman"><BR> </FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">,</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&_tockey=%23TOC%235937%231992%23999699997%23304625%23FLP%23&_cdi=5937&_pubType=J&_auth=y&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=9aa8b1dd70f245d76a5fcb09e2df6454"><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Volume 30, Issue 2</FONT></SPAN></A><FONT face="Times New Roman">, November 1992, Pages 307-337</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBW-45KNKH8-7&_user=1021771&_coverDate=11%<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="2" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>2F<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>30%<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="2" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>2F<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>1992&_rdoc=7&_fmt=summary&_orig=browse&_srch=doc-info(%23toc%235937%231992%23999699997%23304625%23FLP%23display%23Volume)&_cdi=5937&_sort=d&_docanchor=&_ct=8&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=d9fd999d50dfc047adb<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="2" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>02f<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>8fa<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="157" unitname="a" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>157a<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>882</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">【</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">3</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">】</SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目:</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Stochastic dominance and diversification</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者:</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Josef Hadar and William R. Russell</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊:</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/00220531"><B><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Journal of Economic Theory</FONT></SPAN></B></A><FONT face="Times New Roman"> ,</FONT><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&_tockey=%23TOC%236867%231971%23999969996%23512596%23FLP%23&_cdi=6867&_pubType=J&_auth=y&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=d2584ba8e454b3520007738a89207333"><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Volume 3, Issue 3</FONT></SPAN></A><FONT face="Times New Roman">, September 1971, Pages 288-305</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WJ3-4CYGF80-1FH&_user=1021771&_coverDate=09%<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="2" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>2F<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>30%<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="2" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>2F<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>1971&_rdoc=5&_fmt=summary&_orig=browse&_srch=doc-info(%23toc%236867%231971%23999969996%23512596%23FLP%23display%23Volume)&_cdi=6867&_sort=d&_docanchor=&_ct=9&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=bae<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="554" unitname="C" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>554c<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV><CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="171670" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>171670f<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>3ea2da9b705e<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="3823" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>3823f<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>6</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">【</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">4</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">】</SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目:</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Diversification of interdependent prospects</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者:</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Josef Hadar and William R. Russell</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊:</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/00220531"><B><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Journal of Economic Theory</FONT></SPAN></B></A><FONT face="Times New Roman"> ,</FONT><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&_tockey=%23TOC%236867%231974%23999929996%23512812%23FLA%23&_cdi=6867&_pubType=J&_auth=y&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=af1ee554c053de3f609fa5520213b962"><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Volume 7, Issue 3</FONT></SPAN></A><FONT face="Times New Roman">, March 1974, Pages 231-240</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WJ3-4CYH4VM-69&_user=1021771&_coverDate=03%<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="2" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>2F<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>31%<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="2" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>2F<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>1974&_rdoc=1&_fmt=summary&_orig=browse&_srch=doc-info(%23toc%236867%231974%23999929996%23512812%23FLA%23display%23Volume)&_cdi=6867&_sort=d&_docanchor=&_ct=8&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="7253982" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>7253982f<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>53cc<CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="5" unitname="a" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>5a<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV><CHMETCNV tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="48297225" unitname="F" wst="on"></CHMETCNV><CHMETCNV></CHMETCNV>48297225f<CHMETCNV></CHMETCNV><CHMETCNV></CHMETCNV>06ef17155</FONT></SPAN></P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-3-14 8:15:09编辑过]</FONT></P>