MULTIPERIOD FINANCIAL-PLANNING

被引：6

作者：

BROWN, DP

机构：

来源：

关键词：

D O I：

10.1287/mnsc.33.7.848

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：848 / 875

页数：28

共 38 条

[1]

ANDO A, 1963, AM ECON REV, V53, P55

[2]

ARNOTT RD, 1983, FINANCIAL ANAL J NOV

[3] THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J].

ARROW, KJ .

[4] AGREEING TO DISAGREE [J].

AUMANN, RJ .

[5]

BHATTACHARYA S, 1981, J FINANCE MAR, P163

[6] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].

BLACK, F .

BREEDEN, DT .

[8] PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES [J].

BREEDEN, DT ;

LITZENBERGER, RH .

BROWN, DP ;

GIBBONS, MR .

[10]

BROWN DP, 1984, 331 IND U DISC PAP