Necessary and sufficient conditions for existence of an optimal portfolio
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bentley W. MacLeod, 2003. "Optimal Contracting with Subjective Evaluation," American Economic Review, American Economic Association, vol. 93(1), pages 216-240, March.
- Dana, R.A. & Le Van, C., 2010.
"Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling,"
Journal of Economic Theory,
Elsevier, vol. 145(6), pages 2186-2202, November.
- Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00470670, HAL.
- John Quiggin, 2001. "Production under Uncertainty and Choice under Uncertainty in the Emergence of Generalized Expected Utility Theory," Theory and Decision, Springer, vol. 51(2), pages 125-144, December.
- Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999.
"On the Different Notions of Arbitrage and Existence of Equilibrium,"
Journal of Economic Theory,
Elsevier, vol. 87(1), pages 169-193, July.
- Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
- Dana, R.-A. & Le Van, C. & Magnien, F., 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie MathÃ©matique et Applications 1999.34, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
- Bartling, Björn & von Siemens, Ferdinand A., 2010.
"The intensity of incentives in firms and markets: Moral hazard with envious agents,"
Elsevier, vol. 17(3), pages 598-607, June.
- Bartling, Björn & Siemens, Ferdinand von, 2006. "The Intensity of Incentives in Firms and Markets: Moral Hazard with Envious Agents," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 115, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Bartling, Björn & Siemens, Ferdinand von, 2006. "The Intensity of Incentives in Firms and Markets: Moral Hazard with Envious Agents," Discussion Papers in Economics 913, University of Munich, Department of Economics.
- Hildreth, Clifford & Kislev, Yoav, 1980. "A Model Of Yield Variability And Price Effect," Staff Papers 13755, University of Minnesota, Department of Applied Economics.
- Steven A. Matthews, 1991. "Renegotiation of Sales Contracts under Moral Hazard," Discussion Papers 950, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Page, Frank Jr., 1996. "Arbitrage and asset prices," Mathematical Social Sciences, Elsevier, vol. 31(3), pages 183-208, June.
- Fabian Herweg & Daniel Müller & Philipp Weinschenk, 2008. "The Optimality of Simple Contracts: Moral Hazard and Loss Aversion," Bonn Econ Discussion Papers bgse17_2008, University of Bonn, Germany.
- Merton, Robert, 1990.
"Capital market theory and the pricing of financial securities,"
Handbook of Monetary Economics,in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 11, pages 497-581
- Merton, Robert C., 1986. "Capital market theory and the pricing of financial securities," Working papers 1818-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jetheo:v:8:y:1974:i:2:p:235-247. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/622869 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.