RISK-AVERSION, UNCERTAIN-INFORMATION, AND MARKET-EFFICIENCY

被引：215

作者：

BROWN, KC ^{[1
]}

HARLOW, WV ^{[1
]}

TINIC, SM ^{[1
]}

机构：

[1] UNIV ARIZONA,TUCSON,AZ 85721

来源：

关键词：

D O I：

10.1016/0304-405X(88)90075-X

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：355 / 385

页数：31

共 28 条

[21]

Patell J.M., 1979, J ACCOUNT ECON, V1, P117

[22] INCREASING RISK .1. DEFINITION [J].

ROTHSCHILD, M ;

STIGLITZ, JE .

RUBACK, RS .

[24] RISK AND RETURN - JANUARY VS THE REST OF THE YEAR [J].

TINIC, SM ;

WEST, RR .

[25] RISK, RETURN, AND EQUILIBRIUM - A REVISIT [J].

TINIC, SM ;

WEST, RR .

[26]

Von Neumann J, 1947, THEORY GAMES EC BEHA

[27] BANKRUPTCY, ABSOLUTE PRIORITY, AND PRICING OF RISKY DEBT CLAIMS [J].

WARNER, JB .

[28]

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