Intertemporal Portfolio Theory and Asset Pricing

Author:

Breeden Douglas T.

Publisher

Palgrave Macmillan UK

Reference55 articles.

1. Arrow, K.J. 1951. An extension of the basic theorems of classical welfare economics. In Proceedings of the second Berkeley symposium on mathematical statistics and probability, ed. J. Neyman, 507–531. Berkeley: University of California Press.

2. Arrow, K.J. 1964a. The role of securities in the optimal allocation of risk-bearing. Review of Economic Studies 31: 91–96.

3. Arrow, K.J. 1964b. The theory of risk aversion. In Aspects of the theory of risk-bearing, ed. K.J. Arrow. Helsinki: Yrjö Jahnsson Foundation.

4. Banz, R.W., and M.H. Miller. 1978. Prices for state-contingent claims: Some estimates and applications. Journal of Business 51: 653–672.

5. Beja, A. 1971. The structure of the cost of capital under uncertainty. Review of Economic Studies 38: 359–376.

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