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CONSUMPTION, PRODUCTION, INFLATION AND INTEREST-RATES - A SYNTHESIS
被引:69
作者
:
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
BREEDEN, DT
机构
:
来源
:
JOURNAL OF FINANCIAL ECONOMICS
|
1986年
/ 16卷
/ 01期
关键词
:
D O I
:
10.1016/0304-405X(86)90041-3
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:3 / 39
页数:37
相关论文
共 49 条
[1]
THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING
[J].
ARROW, KJ
论文数:
0
引用数:
0
h-index:
0
ARROW, KJ
.
REVIEW OF ECONOMIC STUDIES,
1964,
31
:91
-96
[2]
PRICES FOR STATE-CONTINGENT CLAIMS - SOME ESTIMATES AND APPLICATIONS
[J].
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
BANZ, RW
;
MILLER, MH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
MILLER, MH
.
JOURNAL OF BUSINESS,
1978,
51
(04)
:653
-672
[3]
STRUCTURE OF COST OF CAPITAL UNDER UNCERTAINTY
[J].
BEJA, A
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV,TEL AVIV,ISRAEL
TEL AVIV UNIV,TEL AVIV,ISRAEL
BEJA, A
.
REVIEW OF ECONOMIC STUDIES,
1971,
38
(115)
:359
-368
[4]
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
[5]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[6]
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
[7]
FUTURES MARKETS AND COMMODITY OPTIONS - HEDGING AND OPTIMALITY IN INCOMPLETE MARKETS
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
BREEDEN, DT
.
JOURNAL OF ECONOMIC THEORY,
1984,
32
(02)
:275
-300
[8]
PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
BREEDEN, DT
;
LITZENBERGER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
LITZENBERGER, RH
.
JOURNAL OF BUSINESS,
1978,
51
(04)
:621
-651
[9]
BREEDEN DT, 1977, THESIS STANFORD U ST
[10]
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
←
1
2
3
4
5
→
共 49 条
[1]
THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING
[J].
ARROW, KJ
论文数:
0
引用数:
0
h-index:
0
ARROW, KJ
.
REVIEW OF ECONOMIC STUDIES,
1964,
31
:91
-96
[2]
PRICES FOR STATE-CONTINGENT CLAIMS - SOME ESTIMATES AND APPLICATIONS
[J].
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
BANZ, RW
;
MILLER, MH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
MILLER, MH
.
JOURNAL OF BUSINESS,
1978,
51
(04)
:653
-672
[3]
STRUCTURE OF COST OF CAPITAL UNDER UNCERTAINTY
[J].
BEJA, A
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV,TEL AVIV,ISRAEL
TEL AVIV UNIV,TEL AVIV,ISRAEL
BEJA, A
.
REVIEW OF ECONOMIC STUDIES,
1971,
38
(115)
:359
-368
[4]
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
[5]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[6]
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
[7]
FUTURES MARKETS AND COMMODITY OPTIONS - HEDGING AND OPTIMALITY IN INCOMPLETE MARKETS
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
BREEDEN, DT
.
JOURNAL OF ECONOMIC THEORY,
1984,
32
(02)
:275
-300
[8]
PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
BREEDEN, DT
;
LITZENBERGER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
LITZENBERGER, RH
.
JOURNAL OF BUSINESS,
1978,
51
(04)
:621
-651
[9]
BREEDEN DT, 1977, THESIS STANFORD U ST
[10]
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
←
1
2
3
4
5
→