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CONDITIONS FOR MYOPIC VALUATION AND SERIAL INDEPENDENCE OF THE MARKET EXCESS RETURN IN DISCRETE-TIME MODELS
被引:4
作者
:
FRANKE, G
论文数:
0
引用数:
0
h-index:
0
FRANKE, G
机构
:
来源
:
JOURNAL OF FINANCE
|
1984年
/ 39卷
/ 02期
关键词
:
D O I
:
10.2307/2327869
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:425 / 442
页数:18
相关论文
共 19 条
[1]
NOTES ON MULTI-PERIOD VALUATION AND THE PRICING OF OPTIONS
[J].
BHATTACHARYA, S
论文数:
0
引用数:
0
h-index:
0
BHATTACHARYA, S
.
JOURNAL OF FINANCE,
1981,
36
(01)
:163
-180
[2]
INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
BREEDEN, DT
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
:265
-296
[3]
PRICING OF CONTINGENT CLAIMS IN DISCRETE-TIME MODELS
[J].
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
BRENNAN, MJ
.
JOURNAL OF FINANCE,
1979,
34
(01)
:53
-68
[4]
NECESSARY CONDITIONS FOR AGGREGATION IN SECURITIES MARKETS
[J].
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
BRENNAN, MJ
;
KRAUS, A
论文数:
0
引用数:
0
h-index:
0
KRAUS, A
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1978,
13
(03)
:407
-418
[5]
INTERTEMPORAL ASSET PRICING WITH HETEROGENEOUS CONSUMERS AND WITHOUT DEMAND AGGREGATION
[J].
CONSTANTINIDES, GM
论文数:
0
引用数:
0
h-index:
0
CONSTANTINIDES, GM
.
JOURNAL OF BUSINESS,
1982,
55
(02)
:253
-267
[6]
ADMISSIBLE UNCERTAINTY IN THE INTERTEMPORAL ASSET PRICING MODEL
[J].
CONSTANTINIDES, GM
论文数:
0
引用数:
0
h-index:
0
CONSTANTINIDES, GM
.
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(01)
:71
-86
[7]
THE CONSUMPTION BASED ASSET PRICING MODEL - A NOTE ON POTENTIAL TESTS AND APPLICATIONS
[J].
CORNELL, B
论文数:
0
引用数:
0
h-index:
0
CORNELL, B
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:103
-108
[8]
FAMA EF, 1970, AM ECON REV, V60, P163
[9]
SHARING RULES AND EQUILIBRIUM IN AN INTERNATIONAL CAPITAL-MARKET UNDER UNCERTAINTY
[J].
GRAUER, FLA
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
GRAUER, FLA
;
LITZENBERGER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
LITZENBERGER, RH
;
STEHLE, RE
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
STEHLE, RE
.
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(03)
:233
-256
[10]
OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS
[J].
HAKANSSO.NH
论文数:
0
引用数:
0
h-index:
0
HAKANSSO.NH
.
ECONOMETRICA,
1970,
38
(05)
:587
-&
←
1
2
→
共 19 条
[1]
NOTES ON MULTI-PERIOD VALUATION AND THE PRICING OF OPTIONS
[J].
BHATTACHARYA, S
论文数:
0
引用数:
0
h-index:
0
BHATTACHARYA, S
.
JOURNAL OF FINANCE,
1981,
36
(01)
:163
-180
[2]
INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
BREEDEN, DT
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
:265
-296
[3]
PRICING OF CONTINGENT CLAIMS IN DISCRETE-TIME MODELS
[J].
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
BRENNAN, MJ
.
JOURNAL OF FINANCE,
1979,
34
(01)
:53
-68
[4]
NECESSARY CONDITIONS FOR AGGREGATION IN SECURITIES MARKETS
[J].
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
BRENNAN, MJ
;
KRAUS, A
论文数:
0
引用数:
0
h-index:
0
KRAUS, A
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1978,
13
(03)
:407
-418
[5]
INTERTEMPORAL ASSET PRICING WITH HETEROGENEOUS CONSUMERS AND WITHOUT DEMAND AGGREGATION
[J].
CONSTANTINIDES, GM
论文数:
0
引用数:
0
h-index:
0
CONSTANTINIDES, GM
.
JOURNAL OF BUSINESS,
1982,
55
(02)
:253
-267
[6]
ADMISSIBLE UNCERTAINTY IN THE INTERTEMPORAL ASSET PRICING MODEL
[J].
CONSTANTINIDES, GM
论文数:
0
引用数:
0
h-index:
0
CONSTANTINIDES, GM
.
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(01)
:71
-86
[7]
THE CONSUMPTION BASED ASSET PRICING MODEL - A NOTE ON POTENTIAL TESTS AND APPLICATIONS
[J].
CORNELL, B
论文数:
0
引用数:
0
h-index:
0
CORNELL, B
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:103
-108
[8]
FAMA EF, 1970, AM ECON REV, V60, P163
[9]
SHARING RULES AND EQUILIBRIUM IN AN INTERNATIONAL CAPITAL-MARKET UNDER UNCERTAINTY
[J].
GRAUER, FLA
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
GRAUER, FLA
;
LITZENBERGER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
LITZENBERGER, RH
;
STEHLE, RE
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
STEHLE, RE
.
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(03)
:233
-256
[10]
OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS
[J].
HAKANSSO.NH
论文数:
0
引用数:
0
h-index:
0
HAKANSSO.NH
.
ECONOMETRICA,
1970,
38
(05)
:587
-&
←
1
2
→