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Portfolio efficient sets
Dybvig, Philip H.; Ross, Stephen A. - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 6, pp. 1525-1546
Persistent link: https://www.econbiz.de/10002109585
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Arbitrage, factor structure, and mean-variance analysis on large asset markets
Chamberlain, Gary; Rothschild, Michael - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 5, pp. 1281-1304
Persistent link: https://www.econbiz.de/10001984557
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Funds, factors, and diversification in arbitrage pricing models
Chamberlain, Gary - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 5, pp. 1305-1323
Persistent link: https://www.econbiz.de/10001984619
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Decreasing risk aversion and mean-variance analysis
Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 55 (1985) 4, pp. 945-961
Persistent link: https://www.econbiz.de/10002125047
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Investment decision rules, diversification, and the investor's initial wealth
Levy, Haim; Kroll, Yoram - In: Econometrica : journal of the Econometric Society, an … 46 (1978) 5, pp. 1231-1237
Persistent link: https://www.econbiz.de/10002372719
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A noisy rational expectations equilibrium for multi-asset securities markets
Admati, Anat R. - In: Econometrica : journal of the Econometric Society, an … 53 (1985) 3, pp. 629-657
Persistent link: https://www.econbiz.de/10001806230
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Investors' portfolio behavior under alternative models of long-term interest rate expectations : unitary, rational, or autoregressive
Friedman, Benjamin M.; Roley, V. Vance - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 6, pp. 1475-1497
Persistent link: https://www.econbiz.de/10002165078
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Asset valuation in an experimental market
Forsythe, Robert; Palfrey, Thomas R.; Plott, Charles R. - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 3, pp. 537-567
Persistent link: https://www.econbiz.de/10002165728
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Portfolio turnpike theorems, risk aversion, and regularly varying utility functions
Huberman, Gur; Ross, Stephen - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 5, pp. 1345-1361
Persistent link: https://www.econbiz.de/10002965770
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A multiperiod equilibrium asset pricing model
Stapleton, R. C.; Subrahmanyam, M. G. - In: Econometrica : journal of the Econometric Society, an … 46 (1978) 5, pp. 1077-1096
Persistent link: https://www.econbiz.de/10002877208