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。 |
2. | Cox, John C.、Huang, Chi Fu(1991)。A variational problem arising in financial economics。Journal of Mathematical Economics,20(5),465-487。 |
3. | Merton, Robert C.(1971)。Optimum Consumption and Portfolio Rules in a Continuous-time Model。Journal of Economic Theory,3(4),373-413。 |
4. | 黃奇輔(19940700)。Contingent Securities Valuation in Continuous Time。中國財務學刊,2(1),127-143。 延伸查詢 |
5. | Breeden, D.(1979)。An intertemporal capital pricing model with stochastic investment opportunities。Journal of Financial Economics,7,265-296。 |
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。 |
7. | Cox, J.、Ingersoll, J.、Ross, S.(1985)。An intertemporal general equilibrium model of security prices。Econometrica,53,363-384。 |
8. | Duffie, D.(1986)。Stochastic equilibria: Existence,spanning number, and the "no expected gain from trade" hypothesis。Econometrica,54,1161-1184。 |
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。 |
10. | Huang, C.(1985)。Information structure and equilibrium security prices。Journal of Economic Theory,35,33-71。 |
11. | Huang, C.(1985)。Information structure and viable price systems。Journal of Mathematical Economics,13,215-240。 |
12. | Huang, C.(1987)。An intertemporal general equilibrium security pricing model: The case of diffusion information。Econometrica,55,117-142。 |
13. | 黃奇輔(19930700)。An Overview of Modern Financial Economics。中國財務學刊,1(1),119-134。 延伸查詢 |
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。 |
15. | Merton, Robert C.(1973)。An Intertemporal Capital Asset Pricing Model。Econometrica,41(5),867-887。 |
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。 |
17. | Mossin, Jan(1966)。Equilibrium in a Capital Asset Market。Econometrica,34(4),768-783。 |
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。 |