Efficient funds for meager asset spaces
- 1 December 1987
- journal article
- Published by Elsevier in Journal of Economic Theory
- Vol. 43 (2) , 335-347
- https://doi.org/10.1016/0022-0531(87)90064-0
Abstract
No abstract availableKeywords
This publication has 20 references indexed in Scilit:
- The valuation of options for alternative stochastic processesPublished by Elsevier ,2002
- Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' HypothesisEconometrica, 1986
- A Complete Analysis of Full Pareto Efficiency in Financial Markets for Arbitrary PreferencesThe Journal of Finance, 1985
- Implications of the Discreteness of Observed Stock PricesThe Journal of Finance, 1985
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset MarketsEconometrica, 1983
- A characterization of the distributions that imply mean—Variance utility functionsJournal of Economic Theory, 1983
- Spanning the State Space with OptionsJournal of Financial and Quantitative Analysis, 1980
- Sequences of contractions on L1-spacesJournal of Functional Analysis, 1974
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- The Role of Securities in the Optimal Allocation of Risk-bearingThe Review of Economic Studies, 1964