THEORY OF FINANCIAL MARKETS - MOSSIN,J

被引:1
作者
RUBINSTEIN, ME [1 ]
机构
[1] UNIV CALIF, BERKELEY, CA 94720 USA
来源
BELL JOURNAL OF ECONOMICS | 1973年 / 4卷 / 02期
关键词
D O I
10.2307/3003064
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:693 / 699
页数:7
相关论文
共 24 条
[1]  
Arrow K., 1971, THEORY DISCRIMINATIO
[2]   THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J].
ARROW, KJ .
REVIEW OF ECONOMIC STUDIES, 1964, 31 :91-96
[3]   STRUCTURE OF INVESTOR PREFERENCES AND ASSET RETURNS, AND SEPARABILITY IN PORTFOLIO ALLOCATION - CONTRIBUTION TO PURE THEORY OF MUTUAL FUNDS [J].
CASS, D ;
STIGLITZ, JE .
JOURNAL OF ECONOMIC THEORY, 1970, 2 (02) :122-160
[4]   RISK AVERSION AND WEALTH EFFECTS ON PORTFOLIOS WITH MANY ASSETS [J].
CASS, D ;
STIGLITZ, JE .
REVIEW OF ECONOMIC STUDIES, 1972, 39 (119) :331-354
[5]  
Diamond PA, 1967, AM ECON REV, V57, P759
[6]   CONSUMPTION DECISIONS UNDER UNCERTAINTY [J].
DREZE, JH ;
MODIGLIA.F .
JOURNAL OF ECONOMIC THEORY, 1972, 5 (03) :308-335
[7]   PERFECT COMPETITION AND OPTIMAL PRODUCTION DECISIONS UNDER UNCERTAINTY [J].
FAMA, EF .
BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02) :509-530
[8]   OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS [J].
HAKANSSO.NH .
ECONOMETRICA, 1970, 38 (05) :587-&
[9]   EFFICIENCY ANALYSIS OF CHOICES INVOLVING RISK [J].
HANOCH, G ;
LEVY, H .
REVIEW OF ECONOMIC STUDIES, 1969, 36 (03) :335-346
[10]  
Markowitz H., 1970, PORTFOLIO SELECTION, VSecond