المؤلفون: Peter Carr, Dilip Madan, Morgan Stanley Robert H. Smith, We Thank Michael Brennan, George Constantinides, Phil Dybvig, Bob Jennings, Vikram P

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.mbs.umd.edu/Finance/dmadan/vgmert5.pdf.

مصطلحات موضوعية: Portfolio selection, Option pricing theory, Asset allocation

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.7.9319; http://www.mbs.umd.edu/Finance/dmadan/vgmert5.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.7.9319
http://www.mbs.umd.edu/Finance/dmadan/vgmert5.pdf

المؤلفون: Peter Carr, Dilip Madan, Morgan Stanley Robert H. Smith, We Thank Michael Brennan, George Constantinides, Phil Dybvig, Bob Jennings, Vikram P

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.math.columbia.edu/~pcarr/papers/vgmert3.ps.

مصطلحات موضوعية: Portfolio selection, Option pricing theory, Asset allocation

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.27.4874; http://www.math.columbia.edu/~pcarr/papers/vgmert3.ps

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.27.4874
http://www.math.columbia.edu/~pcarr/papers/vgmert3.ps