On Viable Diffusion Price Processes of the Market Portfolio

• 1 June 1990
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 45  (2) , 673-689
• https://doi.org/10.2307/2328678

Abstract

Keywords

• VIABLE DIFFUSION
• PRICE PROCESS
• MARKET PORTFOLIO
• DIFFUSION PRICE
• DIFFUSION PROCESS
• PORTFOLIO'S