:::

詳目顯示

回上一頁
題名:An Overview of Modern Financial Economics
書刊名:中國財務學刊
作者:黃奇輔
出版日期:1993
卷期:1:1
頁次:頁119-134
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:22
期刊論文
1.Breeden, D.(1979)。An Intertemporal Capital Pricing Model with Stochastic Investment Opportunities。Journal of Financial Economics,7,265-296。  new window
2.Cox, J.、Huang, C.(1991)。A Variational Problem Arising in Financial Economics。Journal of Mathematical Economics,20,465-487。  new window
3.Cox, J.、Huang, C.(1989)。Optimal Consumption and Portfolio Policies When Asset Prices Follow a Diffusion Process。Journal of Economic Theory,49,33-83。  new window
4.Cox, J.、Ross, S.(1976)。The Valuation of Options for Alternative Stochastic Processes。Journal of Financial Economics,3,145-166。  new window
5.Duffie, D.、Huang, C.(1985)。Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-lived Securities。Econometric,53,1337-1356。  new window
6.Duffie, D.(1986)。Stochastic Equilibria: Existence, Spanning Number, and the No Expected Gain from Trade Hypothesis。Econometrica,54,1161-1184。  new window
7.Harrison, M.、Kreps, D.(1979)。Martingales and Arbitrage in Multi-period Securities Markets。Journal of Economic Theory,20,381-408。  new window
8.Harrison, M.、Pliska, S.(1981)。Martingales and Stochastic Integrals in the Theory of Continuous Trading。Stochastic Processes and Their Applications,11,215-260。  new window
9.He, H.、Pearson, N.(1991)。Consumption Portfolio Policies with Incomplete Markets and Short Sale Constraints: The Infinite Dimensional Case。Journal of Economic Theory,54,259-304。  new window
10.Huang, Chi-Fu(1985)。Information Structure and Equilibrium Asset Prices。Journal of Economic Theory,35(1),33-71。  new window
11.Huang, C.(1985)。Information Structure and Variable Price Systems。Journal of Mathematical Economics,47,13-17。  new window
12.Huang, C.(1987)。An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information。Econometrica,55,117-142。  new window
13.Merton, R.(1971)。Optimum Consumption and Portfolio Rules in a Continuous Time Model。Journal of Economic Theory,3,373-413。  new window
14.Modigliani, F.、Miller, M.(1958)。The Cost of Capital, Corporate and the Theory of Corporation Finance。American Economic Review,48,261-297。  new window
15.Sharpe, W.(1964)。Capital Asset Prices: A Theory of Capital Market Equilibrium under Conditions of Risk。Journal of Finance,19,425-442。  new window
16.Tobin, J.(1958)。Liquidity Preferences as Behavior Towards Risk。Review of Financial Studies,25,65-86。  new window
17.Cox, J.、Ingersoll, J.、Ross, S.(1985)。An Intertemporal General Equilibrium Model of Asset Prices。Econometrica,53,363-384。  new window
18.Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。  new window
19.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
20.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
21.Merton, Robert C.(1973)。An Intertemporal Capital Asset Pricing Model。Econometrica,41(5),867-887。  new window
22.Black, Fischer(1972)。Capital Market Equilibrium with Restricted Borrowing。Journal of Business,45(3),444-455。  new window
23.Lintner, John(1965)。The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets。Review of Economics and Statistics,47(1),13-37。  new window
24.Mossin, Jan(1966)。Equilibrium in a Capital Asset Market。Econometrica,34(4),768-783。  new window
學位論文
1.Pages, H.(1989)。Three Essays In Optimal Consumption(博士論文)。Massachusetts Institutes of Technology。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE