[1]
题目:Multivariate tests of financial models: A new approach
作者:Michael R. Gibbons
期刊:Journal of Financial Economics
,Volume 10, Issue 1, March 1982, Pages 3-27
链接:
http://www.sciencedirect.com/science/article/B6VBX-45MFS80-R/2/f1f635e0e955604721f38704e1b39a7d
[2]
题目:Testing asset pricing models with changing expectations and an unobservable market portfolio
作者:Michael R. Gibbons ,Wayne Ferson
期刊:Journal of Financial Economics
,Volume 14, Issue 2, June 1985, Pages 217-236
链接:
http://www.sciencedirect.com/science/article/B6VBX-45KNKP7-25/2/75bbce1e0635fc2812a6427478110c6e
[3]
题目:Expected utility with purely subjective non-additive probabilities
作者:Itzhak Gilboa
期刊:Journal of Mathematical Economics
,Volume 16, Issue 1, 1987, Pages 65-88
链接:
http://www.sciencedirect.com/science/article/B6VBY-4582D7G-1S/2/bc1be5dcca31ec8dd3e95ec6ca91e546
[4]
题目:Maxmin expected utility with non-unique prior
作者:Itzhak Gilboa ,David Schmeidler
期刊:Journal of Mathematical Economics
,Volume 18, Issue 2, 1989, Pages 141-153
链接:
http://www.sciencedirect.com/science/article/B6VBY-4582D7Y-1W/2/eba21cf3548fc796bbf94d33ae7d45c7
[5]
题目:Estimating the components of the bid/ask spread
作者:Lawrence R. Glosten,Lawrence E. Harris
期刊:Journal of Financial Economics
,Volume 21, Issue 1, May 1988, Pages 123-142
链接:
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-45BCN6D-15&_user=1021771&_coverDate=05%2F31%2F1988&_rdoc=7&_fmt=summary&_orig=browse&_srch=doc-info(%23toc%235938%231988%23999789998%23290022%23FLP%23display%23Volume)&_cdi=5938&_sort=d&_docanchor=&_ct=8&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=ad593cc8c2226a4e8d592f18c951be4a
[6]
题目:Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
作者:Lawrence R. Glosten,Paul R. Milgrom
期刊:Journal of Financial Economics
,Volume 14, Issue 1, March 1985, Pages 71-100
链接:http://www.sciencedirect.com/science/article/B6VBX-45MFS6V-5/2/2779b34247ff1359578f29e67d1bf867
[此贴子已经被作者于2008-3-12 17:48:30编辑过]


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