Arbitrage Values Generally Depend On A Parametric Rate of Return.
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- Mathematical Finance, 1991, v. 1, n. 3, p. 45, doi. 10.1111/j.1467-9965.1991.tb00015.x
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- Article
Works matching IS 09601627 AND DT 1991 AND VI 1 AND IP 3
Results: 7
1
2
Equilibrium Models With Singular Asset Prices.
- Published in:
- Mathematical Finance, 1991, v. 1, n. 3, p. 11, doi. 10.1111/j.1467-9965.1991.tb00013.x
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- Publication type:
- Article
3
Editorial Policy.
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- Mathematical Finance, 1991, v. 1, n. 3, p. i, doi. 10.1111/j.1467-9965.1991.tb00010.x
- Publication type:
- Article
4
ERRATUM: risk-Aversion Behavior In Consumption/Investment Problems.
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- Mathematical Finance, 1991, v. 1, n. 3, p. ii, doi. 10.1111/j.1467-9965.1991.tb00011.x
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- Publication type:
- Article
5
A Characterization of Complete Security Markets On A Brownian Filtration.
- Published in:
- Mathematical Finance, 1991, v. 1, n. 3, p. 31, doi. 10.1111/j.1467-9965.1991.tb00014.x
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- Publication type:
- Article
6
Optimal Investment and Consumption With Two Bonds and Transaction Costs.
- Published in:
- Mathematical Finance, 1991, v. 1, n. 3, p. 53, doi. 10.1111/j.1467-9965.1991.tb00016.x
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- Publication type:
- Article
7
Consumption and Portfolio Policies With Incomplete Markets and Short-Sale Constraints: the Finite-Dimensional Case.
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- Mathematical Finance, 1991, v. 1, n. 3, p. 1, doi. 10.1111/j.1467-9965.1991.tb00012.x
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- Publication type:
- Article