EQUILIBRIUM MODEL OF INTERNATIONAL CAPITAL MARKET

[1] BLACK F, 1972, J BUSINESS JUL

[2] BORCH K, 1969, REV ECONOMIC STUDIES, V36

[3] GRUBEL H, 1968, AM ECON REV, P1299

[4] HAKANSSON NH, 1971, J FINANCIAL QUANTITA, V6

[5] ITO K, 1964, DIFFUSION PROCESSES

[6] LEE CH, 1969, J POLITICAL ECONOMY, V77

[7] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J]. JOURNAL OF FINANCE, 1965, 20 (04) : 587 - 616

[8] MERTON RC, TO BE PUBLISHED

[9] MERTON RC, 1971, J ECON THEORY, V3

[10] MODIGLIANI F, 1966, AM ECONOMIC REV MAY

[1] BLACK F, 1972, J BUSINESS JUL

[2] BORCH K, 1969, REV ECONOMIC STUDIES, V36

[3] GRUBEL H, 1968, AM ECON REV, P1299

[4] HAKANSSON NH, 1971, J FINANCIAL QUANTITA, V6

[5] ITO K, 1964, DIFFUSION PROCESSES

[6] LEE CH, 1969, J POLITICAL ECONOMY, V77

[7] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J]. JOURNAL OF FINANCE, 1965, 20 (04) : 587 - 616

[8] MERTON RC, TO BE PUBLISHED

[9] MERTON RC, 1971, J ECON THEORY, V3

[10] MODIGLIANI F, 1966, AM ECONOMIC REV MAY