A SIMPLE ECONOMETRIC-APPROACH FOR UTILITY-BASED ASSET PRICING-MODELS

[31] INCREASING RISK .2. ITS ECONOMIC CONSEQUENCES [J]. JOURNAL OF ECONOMIC THEORY, 1971, 3 (01) : 66 - 84

[32] Royden H.L., 1968, REAL ANAL, V2nd

[33] VALUATION OF UNCERTAIN INCOME STREAMS AND PRICING OF OPTIONS [J]. BELL JOURNAL OF ECONOMICS, 1976, 7 (02): : 407 - 425

[34] Rubinstein M., 1974, J FINANC ECON, V1, P225

[35] RUBINSTEIN M, 1977, FINANCIAL DECISION M

[36] LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING [J]. REVIEW OF ECONOMICS AND STATISTICS, 1969, 51 (03) : 239 - 246

[37] Sherfling R., 1980, WILEY SERIES PROBABI, DOI 10.1002/9780470316481

[38] ON THE EXCLUSION OF ASSETS FROM TESTS OF THE 2-PARAMETER MODEL - A SENSITIVITY ANALYSIS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (03) : 237 - 268

[39] INVARIANCE OF MAXIMUM LIKELIHOOD ESTIMATORS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (03): : 744 - &

[31] INCREASING RISK .2. ITS ECONOMIC CONSEQUENCES [J]. JOURNAL OF ECONOMIC THEORY, 1971, 3 (01) : 66 - 84

[32] Royden H.L., 1968, REAL ANAL, V2nd

[33] VALUATION OF UNCERTAIN INCOME STREAMS AND PRICING OF OPTIONS [J]. BELL JOURNAL OF ECONOMICS, 1976, 7 (02): : 407 - 425

[34] Rubinstein M., 1974, J FINANC ECON, V1, P225

[35] RUBINSTEIN M, 1977, FINANCIAL DECISION M

[36] LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING [J]. REVIEW OF ECONOMICS AND STATISTICS, 1969, 51 (03) : 239 - 246

[37] Sherfling R., 1980, WILEY SERIES PROBABI, DOI 10.1002/9780470316481

[38] ON THE EXCLUSION OF ASSETS FROM TESTS OF THE 2-PARAMETER MODEL - A SENSITIVITY ANALYSIS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (03) : 237 - 268

[39] INVARIANCE OF MAXIMUM LIKELIHOOD ESTIMATORS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (03): : 744 - &