参考文章(18)
Jerry R. Green, D. McFadden, M. Balch, S.Wu, Pre-existing Contracts and Temporary General Equilibrium Essays on Uncertainty in Economics. ,(1974)
Michael C. Jensen, Capital Markets: Theory and Evidence SSRN Electronic Journal. ,vol. 3, pp. 357- 398 ,(1972) , 10.2139/SSRN.350429
Kenneth Joseph Arrow, Frank. Hahn, General competitive analysis ,(1971)
Hayne E Leland, On the existence of optimal policies under uncertainty Journal of Economic Theory. ,vol. 4, pp. 35- 44 ,(1972) , 10.1016/0022-0531(72)90160-3
Jan Mossin, Equilibrium in a Capital Asset Market Econometrica. ,vol. 34, pp. 768- ,(1966) , 10.2307/1910098
Jean-Michel Grandmont, Continuity properties of a von Neumann-Morgenstern utility Journal of Economic Theory. ,vol. 4, pp. 45- 57 ,(1972) , 10.1016/0022-0531(72)90161-5
John Lintner, SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION† Journal of Finance. ,vol. 20, pp. 587- 615 ,(1965) , 10.1111/J.1540-6261.1965.TB02930.X
Kenneth Joseph Arrow, Essays in the theory of risk-bearing ,(1958)
William F. Sharpe, CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* The Journal of Finance. ,vol. 19, pp. 425- 442 ,(1964) , 10.1111/J.1540-6261.1964.TB02865.X
Dimitri P Bertsekas, Necessary and sufficient conditions for existence of an optimal portfolio Journal of Economic Theory. ,vol. 8, pp. 235- 247 ,(1974) , 10.1016/0022-0531(74)90016-7