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The local recoverability of risk aversion and intertemporal substitution
Wang, Susheng - In: Journal of economic theory 59 (1993) 2, pp. 333-363
Persistent link: https://www.econbiz.de/10001144252
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Optimal consumption-portfolio policies : a convergence from discrete to continuous time models
He, Hua - In: Journal of economic theory 55 (1991) 2, pp. 340-363
Persistent link: https://www.econbiz.de/10001116383
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Speculation and price fluctuations with private, extrinsic signals
Jackson, Matthew O. - In: Journal of economic theory 55 (1991) 2, pp. 274-295
Persistent link: https://www.econbiz.de/10001116386
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Existence of equilibrium in CAPM
Nielsen, Lars Tyge - In: Journal of economic theory 52 (1990) 1, pp. 223-231
Persistent link: https://www.econbiz.de/10001093332
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Optimal consumption and portfolio policies when asset prices follow a diffusion process
Cox, John Carrington - In: Journal of economic theory 49 (1989) 1, pp. 33-83
Persistent link: https://www.econbiz.de/10001075700
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Intertemporal asset pricing with heterogeneous beliefs
Detemple, Jérôme B. - In: Journal of economic theory 62 (1994) 2, pp. 294-320
Persistent link: https://www.econbiz.de/10001164067
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On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
Cheng, Susan T. - In: Journal of economic theory 53 (1991) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10001101627
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Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua - In: Journal of economic theory 54 (1991) 2, pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
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Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
Cuoco, Domenico - In: Journal of economic theory 72 (1997) 1, pp. 33-73
Persistent link: https://www.econbiz.de/10001213786
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The arbitrage pricing theorem with non-expected utility preferences
Kelsey, David - In: Journal of economic theory 65 (1995) 2, pp. 557-574
Persistent link: https://www.econbiz.de/10001179562