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Optimal consumption and portfolio policies when asset prices follow a diffusion process
Cox, John C.; Huang, Chi-fu - In: Journal of Economic Theory 49 (1989) 1, pp. 33-83
Persistent link: https://www.econbiz.de/10005159328
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The arbitrage theory of capital asset pricing
Ross, Stephen A. - In: Journal of Economic Theory 13 (1976) 3, pp. 341-360
Persistent link: https://www.econbiz.de/10005153513
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Mutual fund separation in financial theory--The separating distributions
Ross, Stephen A. - In: Journal of Economic Theory 17 (1978) 2, pp. 254-286
Persistent link: https://www.econbiz.de/10005112502
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Present values and internal rates of return
Ross, Stephen A.; Spatt, Chester S.; Dybvig, Philip H. - In: Journal of Economic Theory 23 (1980) 1, pp. 66-81
Persistent link: https://www.econbiz.de/10005159743