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14. | Rutkowski, M.(1999)。Self-financing Trading Strategies for Sliding, Rolling-horizon, and Consol Bonds。Mathematical Finance,9,361-365。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Wachter, J. A.(2002)。Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets。Journal of Financial and Quantitative Analysis,37(1),63-91。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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17. | Zhao, Y.、Haussann, U.、Ziemba, W. T.(2003)。A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome。Mathematical Finance,13,481-501。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Merton, Robert C.(1971)。Optimum Consumption and Portfolio Rules in a Continuous-time Model。Journal of Economic Theory,3,373-413。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Grossman, S.、Zhou, Z.(1996)。Equilibrium Analysis of Portfolio Insurance。Journal of Finance,51,1379-1403。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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21. | Cox, John C.、Huang, Chi-Fu(1989)。Optimal Consumption and Portfolio Policies when Asset Prices Follow a Diffusion Process。Journal of Economic Theory,49(1),33-83。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Samuelson, P. A.(1969)。Lifetime Portfolio Selection by Dynamic Stochastic Programming。Review of Economics and Statistics,51(3),239-246。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Stoll, H. R.(1969)。The Relationship between Put and Call Option Prices。Journal of Finance,24(5),801-824。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Campbell, J. Y.、Viceira, L. M.(1999)。Consumption and Portfolio Decisions when Expected Returns are Time Varying。Quarterly Journal of Economics,114,433-495。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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26. | Long, J. B.(1990)。The Numeraire Portfolio。Journal of Financial Economics,26,29-69。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Basak, S.(1995)。A General Equilibrium Model of Portfolio Insurance。Review of Financial Studies,8,1059-1090。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
28. | Sharpe, W. F.(1991)。Capital Asset Prices with and without Negative Holdings。Journal of Finance,46(2),489-509。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
29. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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31. | Merton, Robert C.(1973)。An Intertemporal Capital Asset Pricing Model。Econometrica,41(5),867-887。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |