COLLECTED SCIENTIFIC PAPERS OF SAMUELSON,PA - MERTON,RC

被引：0

作者：

STONE, BK ^{[1
]}

机构：

[1] CORNELL UNIV,ITHACA,NY 14850

来源：

关键词：

D O I：

10.2307/2326892

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：938 / 946

页数：9

共 18 条

[1]

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[2] RE-EXAMINATION OF EMPIRICAL DISTRIBUTION OF STOCK PRICE CHANGES [J].

BARNEA, A ;

DOWNES, DH .

[3] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

[4]

BRENNER M, TO BE PUBLISHED

CASS, D ;

STIGLITZ, JE .

[6]

COHEN KJ, 1966, ANALYTICAL METHODS B

[7] PORTFOLIO ANALYSIS IN A STABLE PARETIAN MARKET [J].

FAMA, EF .

[8]

FARRAR D. E, 1962, INVESTMENT DECISION

[9]

FRIELITZ BD, 1972, J AM STATISTICAL ASS, V67, P813

[10]

Markowitz H., 1970, PORTFOLIO SELECTION, VSecond