ASSET MARKET EQUILIBRIUM WITH SHORT-SELLING

被引：49

作者：

NIELSEN, LT

机构：

来源：

关键词：

D O I：

10.2307/2297559

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：467 / 474

页数：8

共 12 条

[1]

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DEBREU, G .

[4]

Debreu G., 1959, THEORY VALUE AXIOMAT

HAMMOND, PJ .

[6] EXISTENCE OF EQUILIBRIUM IN A SECURITIES MODEL [J].

HART, OD .

KREPS, DM .

[8] PORTFOLIO SELECTION IN THE MEAN-VARIANCE MODEL - A NOTE [J].

NIELSEN, LT .

[9]

NIELSEN LT, 1988, EQUILIBRIUM CAPM WIT

[10] ON EQUILIBRIUM IN HART SECURITIES-EXCHANGE MODEL [J].

PAGE, FH .