:::

詳目顯示

回上一頁
題名:Dynamic Portfolio Theory and the Intertemporal Capital Asset Pricing Model
書刊名:中國財務學刊
作者:黃奇輔
出版日期:1995
卷期:2:2
頁次:頁135-152
主題關鍵詞:衍生證券訂價理論
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(0) 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:2
  • 點閱點閱:19
期刊論文
1.Duffie, D.、Huang, C. F.(1985)。Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities。Econometrica,53(6),1337-1356。  new window
2.Cox, John C.、Huang, Chi Fu(1991)。A variational problem arising in financial economics。Journal of Mathematical Economics,20(5),465-487。  new window
3.Merton, Robert C.(1971)。Optimum Consumption and Portfolio Rules in a Continuous-time Model。Journal of Economic Theory,3(4),373-413。  new window
4.黃奇輔(19940700)。Contingent Securities Valuation in Continuous Time。中國財務學刊,2(1),127-143。new window  延伸查詢new window
5.Breeden, D.(1979)。An intertemporal capital pricing model with stochastic investment opportunities。Journal of Financial Economics,7,265-296。  new window
6.Cox, J.、Huang, C.(1989)。Optimal consumption and portfolio policies when security prices follow a diffusion process。Journal of Economic Theory,49,33-83。  new window
7.Cox, J.、Ingersoll, J.、Ross, S.(1985)。An intertemporal general equilibrium model of security prices。Econometrica,53,363-384。  new window
8.Duffie, D.(1986)。Stochastic equilibria: Existence,spanning number, and the "no expected gain from trade" hypothesis。Econometrica,54,1161-1184。  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, C.(1985)。Information structure and equilibrium security prices。Journal of Economic Theory,35,33-71。  new window
11.Huang, C.(1985)。Information structure and viable price systems。Journal of Mathematical Economics,13,215-240。  new window
12.Huang, C.(1987)。An intertemporal general equilibrium security pricing model: The case of diffusion information。Econometrica,55,117-142。  new window
13.黃奇輔(19930700)。An Overview of Modern Financial Economics。中國財務學刊,1(1),119-134。new window  延伸查詢new window
14.黃奇輔(19940100)。The Static Portfolio Theory and the Capital Asset Pricing Model。中國財務學刊,1(2),79-100。new window  new window
15.Merton, Robert C.(1973)。An Intertemporal Capital Asset Pricing Model。Econometrica,41(5),867-887。  new window
16.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
17.Mossin, Jan(1966)。Equilibrium in a Capital Asset Market。Econometrica,34(4),768-783。  new window
18.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。  new window
學位論文
1.Pages, H.(1989)。Three Essays In Optimal Consumption(博士論文)。  new window
圖書
1.Huang, C.(1989)。Lecture Notes on Advanced Financial Economics。Sloan School of Management, Massachusetts Institute of Technology。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE