OPTIMALITY OF A COMPETITIVE STOCK MARKET

被引：34

作者：

MERTON, RC ^{[1
]}

SUBRAHMANYAM, MG ^{[1
]}

机构：

[1] MIT, SLOAN SCH MANAGEMENT, CAMBRIDGE, MA 02138 USA

来源：

BELL JOURNAL OF ECONOMICS | 1974年 / 5卷 / 01期

关键词：

D O I：

10.2307/3003096

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：145 / 170

页数：26

共 13 条

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FAMA, EF
[J]. BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02): : 509 - 530
[4] Jensen MC., 1972, BELL J ECON, V3, P151
[5] LONG J, 1972, J FINANC, V27, P419
[6] ANALYTIC DERIVATION OF EFFICIENT PORTFOLIO FRONTIER
MERTON, RC
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1972, 7 (04) : 1851 - 1872
[7] MERTON RC, TO BE PUBLISHED
[8] MODIGLIANI F, 1958, AM ECON REV, V48, P261
[9] MYERS SC, 1968, IMR-IND MANAG REV, V9, P1
[10] AN EXTENSION OF THE LECHATELIER PRINCIPLE
SAMUELSON, PA
[J]. ECONOMETRICA, 1960, 28 (02) : 368 - 379