Author:
Araujo Aloisio,Chateauneuf Alain,Faro José Heleno
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Reference48 articles.
1. Aliprantis C.D., Tourky R.: Markets that don’t replicate any option. Econ Lett 76, 443–447 (2002)
2. Aliprantis C.D., Brown D.J., Werner J.: Minimun-cost portfolio insurance. J Econ Dyn 24, 1703–1719 (2000)
3. Arrow, K.: Le rôle des valeurs bousières pour la repartition la meillure des risques, Colloq. Internat. Centre National de la Recherche Scientifique (Paris, 1952). Econometrie 40, 41–47 (1953) (discussion, pp. 47–48, CNRS Paris, 1953. English translation: Rev Econ Stud 31, 91–96 (1964))
4. Arrow K., Debreu G.: Existence of an equilibrium for a competitive economy. Econometrica 22, 265–290 (1954)
5. Artzner P., Delbaen F., Eber J.-M., Heath D.: Coherent measures of risk. Math Finance 9, 203–228 (1999)
Cited by
22 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献