PROOF THAT PROPERLY DISCOUNTED PRESENT VALUES OF ASSETS VIBRATE RANDOMLY

被引：100

作者：

SAMUELSON, PA ^{[1
]}

机构：

[1] MIT, CAMBRIDGE, MA 02139 USA

来源：

BELL JOURNAL OF ECONOMICS | 1973年 / 4卷 / 02期

关键词：

D O I：

10.2307/3003046

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：369 / 374

页数：6

共 8 条

[1] Cootner PH, 1967, RANDOM CHARACTER STO
[2] GRANGER CWJ, 1973, 1973 BERL WORKSH INT
[3] BROWNIAN-MOTION IN THE STOCK-MARKET
OSBORNE, MFM
[J]. OPERATIONS RESEARCH, 1959, 7 (02) : 145 - 173
[4] SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P13
[5] SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P41
[6] SAMUELSON PA, COLLECTED SCIENTIFIC, V3, pC197
[7] SAMUELSON PA, 1972, COLLECTED SCIENTIFIC, V3, pC198
[8] Shiller RobertJ., 1972, J MONEY CREDIT BANK, V5, P856, DOI [10.2307/1991303, DOI 10.2307/1991303]