OPTIMALITY OF A COMPETITIVE STOCK MARKET

被引：34

作者：

MERTON, RC ^{[1
]}

SUBRAHMANYAM, MG ^{[1
]}

机构：

[1] MIT, SLOAN SCH MANAGEMENT, CAMBRIDGE, MA 02138 USA

来源：

BELL JOURNAL OF ECONOMICS | 1974年 / 5卷 / 01期

关键词：

D O I：

10.2307/3003096

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：145 / 170

页数：26

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[6] ANALYTIC DERIVATION OF EFFICIENT PORTFOLIO FRONTIER [J].

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[7]

MERTON RC, TO BE PUBLISHED

[8]

MODIGLIANI F, 1958, AM ECON REV, V48, P261

[9]

MYERS SC, 1968, IMR-IND MANAG REV, V9, P1

[10] AN EXTENSION OF THE LECHATELIER PRINCIPLE [J].

SAMUELSON, PA .