The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds-Reference-Cited by-同舟云学术

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The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds

Published:1970-06 Issue:2 Volume:2 Page:122-160
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Cass David,Stiglitz Joseph E

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference5 articles.

1. Aspects of the Theory of Risk-Bearing;Arrow,1965

2. D. Cass and J. E. Stiglitz, “The Structure of Preferences and Wealth Effects in Portfolio Allocation,” mimeographed, Cowles Foundation for Research in Economics, Yale University.

3. Risk Disposition and the Separation Property in Portfolio Selection;Hakansson,1969

4. Risk Aversion in the Small and the Large;Pratt,1964

5. Liquidity Preference as Behavior Towards Risk;Tobin,1958

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