1、Cox, John C. and Huang, Chi-fu. "Optimal Consumption and Portfolio Policies When Asset Prices Follow a Diffusion Process." Journal of Economic Theory, October 1989, 49(1), pp. 33-83.
2、Long Jr., J., 1990. The numeraire portfolio. Journal of Financial Economics 26, 29–69.
3、WEIL, PHILIPPE. “The Equity Premium Puzzle and the Risk-Free Rate Puzzle,” J. Monet.Econ., Nov. 1989, 24(2), pp. 401–21.
希望能在数据库里找到原文的哥哥姐姐们帮忙,但是一定要发表的版本,WORKING PAPER版本不要。谢谢,请在回复设置50币每篇,然后PM我来买。


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