PORTFOLIO SELECTION WHEN FUTURE PRICES OF CONSUMPTION GOODS MAY CHANGE - COMMENT

被引：0

作者：

KAMOIKE, O ^{[1
]}

机构：

[1] TOHOKU UNIV,SENDAI,JAPAN

来源：

JOURNAL OF FINANCE | 1973年 / 28卷 / 05期

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1357 / 1360

页数：4

共 14 条

[1] PORTFOLIO SELECTION WHEN FUTURE PRICES OF CONSUMPTION GOODS MAY CHANGE - REPLY
HECKERMA.DG
[J]. JOURNAL OF FINANCE, 1973, 28 (05): : 1361 - 1361
[2] PORTFOLIO SELECTION AND STRUCTURE OF CAPITAL ASSET PRICES WHEN RELATIVE PRICES OF CONSUMPTION GOODS MAY CHANGE
HECKERMAN, DG
[J]. JOURNAL OF FINANCE, 1972, 27 (01): : 47 - 60
[3] PORTFOLIO CHOICE, CONSUMPTION AND WELFARE WHEN RATES OF RETURN ARE RELATED TO PRICES OF CONSUMER-GOODS
SCHWARTZ, A
PINES, D
[J]. JOURNAL OF PUBLIC ECONOMICS, 1983, 21 (01) : 53 - 77
[4] PORTFOLIO BALANCE THEORY OF EXPECTED RATE OF CHANGE OF PRICES - COMMENT
SCOTT, JH
[J]. REVIEW OF ECONOMIC STUDIES, 1973, 40 (04): : 579 - 580
[5] Robust consumption and portfolio policies when asset prices can jump
Ait-Sahalia, Yacine
Matthys, Felix
[J]. JOURNAL OF ECONOMIC THEORY, 2019, 179 : 1 - 56
[6] OPTIMAL CONSUMPTION AND PORTFOLIO POLICIES WHEN ASSET PRICES FOLLOW A DIFFUSION PROCESS
COX, JC
HUANG, CF
[J]. JOURNAL OF ECONOMIC THEORY, 1989, 49 (01) : 33 - 83
[7] Work effort, consumption, and portfolio selection: when the occupational choice matters
Sascha Desmettre
Alexander Szimayer
[J]. Mathematical Methods of Operations Research, 2011, 74 : 121 - 145
[8] Work effort, consumption, and portfolio selection: when the occupational choice matters
Desmettre, Sascha
Szimayer, Alexander
[J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2011, 74 (01) : 121 - 145
[9] Optimal portfolio selection when stock prices follow an jump-diffusion process
Guo, WJ
Xu, CM
[J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2004, 60 (03) : 485 - 496
[10] Optimal portfolio selection when stock prices follow an jump-diffusion process
Wenjing Guo
Chengming Xu
[J]. Mathematical Methods of Operations Research, 2004, 60 : 485 - 496

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