Capital Market Equilibrium and Parametric Optimization

Author:

Bühler Wolfgang

Publisher

Springer Berlin Heidelberg

Reference36 articles.

1. Akerlof, G. A.: The Market for Lemmons’: Quality Uncertainty and the Market Mechanism, in: Quarterly Journal of Economics 84, 1970, pp. 488–500.

2. Arrow, K.J.: The Economics of Agency, in: Pratt, J.W., and Zeckhauser, R.J. (eds.): Principals and Agents: The Structure of Business, Boston 1985.

3. Barnea, A., Haugen, R., and Senbet, L.: Agency Problems and Financial Contracting, Englewood Cliffs 1985.

4. Barry, C. B.: Portfolio Analysis under Uncertain Means, Variances, and Covariances, in: Journal of Finance 29, 1974, pp. 515–522.

5. Bawa, V. S.: Portfolio Choice and Capital Market Equilibrium with Unknown Distributions, in: Bawa, V. S., Brown, S. J., and Klein, R. W., 1979, pp. 94–108.

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