EFFICIENT FUNDS FOR MEAGER ASSET SPACES

[1] AMERSHI AH, 1985, J FINANC, V40, P1235

[2] SPANNING THE STATE-SPACE WITH OPTIONS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1980, 15 (01) : 1 - 9

[3] ARROW K, 1963, REV ECON STUD, V31, P91

[4] Ash R. B., 2014, REAL ANAL PROBABILIT

[5] Berens H., 1974, Journal of Functional Analysis, V15, P155, DOI 10.1016/0022-1236(74)90016-0

[6] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[7] ARBITRAGE, FACTOR STRUCTURE, AND MEAN-VARIANCE ANALYSIS ON LARGE ASSET MARKETS [J]. ECONOMETRICA, 1983, 51 (05) : 1281 - 1304

[8] A CHARACTERIZATION OF THE DISTRIBUTIONS THAT IMPLY MEAN VARIANCE UTILITY-FUNCTIONS [J]. JOURNAL OF ECONOMIC THEORY, 1983, 29 (01) : 185 - 201

[9] Cox J.C., 1985, OPTIONS MARKETS

[10] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[1] AMERSHI AH, 1985, J FINANC, V40, P1235

[2] SPANNING THE STATE-SPACE WITH OPTIONS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1980, 15 (01) : 1 - 9

[3] ARROW K, 1963, REV ECON STUD, V31, P91

[4] Ash R. B., 2014, REAL ANAL PROBABILIT

[5] Berens H., 1974, Journal of Functional Analysis, V15, P155, DOI 10.1016/0022-1236(74)90016-0

[6] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[7] ARBITRAGE, FACTOR STRUCTURE, AND MEAN-VARIANCE ANALYSIS ON LARGE ASSET MARKETS [J]. ECONOMETRICA, 1983, 51 (05) : 1281 - 1304

[8] A CHARACTERIZATION OF THE DISTRIBUTIONS THAT IMPLY MEAN VARIANCE UTILITY-FUNCTIONS [J]. JOURNAL OF ECONOMIC THEORY, 1983, 29 (01) : 185 - 201

[9] Cox J.C., 1985, OPTIONS MARKETS

[10] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166