EQUILIBRIUM PRICING AND PORTFOLIO COMPOSITION IN THE PRESENCE OF UNCERTAIN PARAMETERS

被引：82
作者：
COLES, JL
LOEWENSTEIN, U
机构：
[1] UNIV ROCHESTER,ROCHESTER,NY 14627
[2] TECHNION ISRAEL INST TECHNOL,HAIFA,ISRAEL
来源：
JOURNAL OF FINANCIAL ECONOMICS | 1988年 / 22卷 / 02期
关键词：
D O I：
10.1016/0304-405X(88)90072-4
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：279 / 303
页数：25
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