EFFICIENT FUNDS IN A FINANCIAL MARKET WITH OPTIONS - A NEW IRRELEVANCE PROPOSITION

被引：13

作者：

JOHN, K

机构：

来源：

JOURNAL OF FINANCE | 1981年 / 36卷 / 03期

关键词：

D O I：

10.2307/2327527

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：685 / 695

页数：11

相关论文

共 22 条

[1] SPANNING THE STATE-SPACE WITH OPTIONS
ARDITTI, FD
JOHN, K
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1980, 15 (01) : 1 - 9
[2] THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING
ARROW, KJ
[J]. REVIEW OF ECONOMIC STUDIES, 1964, 31 : 91 - 96
[3] PRICES FOR STATE-CONTINGENT CLAIMS - SOME ESTIMATES AND APPLICATIONS
BANZ, RW
MILLER, MH
[J]. JOURNAL OF BUSINESS, 1978, 51 (04) : 653 - 672
[4] PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES
BREEDEN, DT
LITZENBERGER, RH
[J]. JOURNAL OF BUSINESS, 1978, 51 (04) : 621 - 651
[5] Brennan M., 1979, J FINANC, V24, P53
[6] BRENNAN MJ, 1979, 666 U BRIT COL FAC C
[7] Debreu G., 1959, THEORY VALUE AXIOMAT
[8] THEORY OF FIRM IN AN ECONOMY WITH INCOMPLETE MARKETS
EKERN, S
WILSON, R
[J]. BELL JOURNAL OF ECONOMICS, 1974, 5 (01): : 171 - 180
[9] FRIESEN P, 1974, 126 STANF U I MATH S
[10] ARROW-DEBREU MODEL EXTENDED TO FINANCIAL-MARKETS
FRIESEN, PH
[J]. ECONOMETRICA, 1979, 47 (03) : 689 - 707