MARTINGALE, MARKET EFFICIENCY AND COMMODITY PRICES

被引：39

作者：

DANTHINE, JP

机构：

来源：

关键词：

D O I：

10.1016/0014-2921(77)90022-8

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1 / 17

页数：17

共 16 条

[1]

ALCHIAN AA, 1974, SWEDISH J ECONOMICS, P1

[2]

Blackwell D., 1965, ANN MATH STAT, V36, P226

[3]

DANTHINE JP, 1976, 144 COL U GRAD SCH B

[4] VALUATION EQUILIBRIUM AND PARETO OPTIMUM [J].

DEBREU, G .

[5]

FAMA EF, 1970, J FINANC, V25, P387

[6]

Feller W., 2008, INTRO PROBABILITY TH

[7]

LAFFER A, UNPUBLISHED

[8]

LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]

[9]

Lucas, 1972, INT ECON REV, V13, P416, DOI [https://doi.org/10.2307/2526035, DOI 10.2307/2526035]

[10] INVESTMENT UNDER UNCERTAINTY [J].

LUCAS, RE ;

PRESCOTT, EC .