[1]

题目：Habit Formation and the Cross Section of Stock Return

作者：LIOR MENZLY , JESUS (TANO) SANTOS

期刊：mimeo

链接：

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=294069

 

 

[2]

题目：Optimum consumption and portfolio rules in a continuous-time model

作者：Robert C. Merton

期刊：Journal of Economic Theory
   ，Volume 3, Issue 4, December 1971, Pages 373-413

链接：http://www.sciencedirect.com/science/article/B6WJ3-4CYH4MN-57/2/b08badd51b818c61d89b5841e6acf59a

 

 

[3]

题目：Existence of competitive equilibria for option markets

作者：Stefan Krasa

期刊：Journal of Economic Theory
   ，Volume 47, Issue 2, April 1989, Pages 413-421

链接：

http://www.sciencedirect.com/science/article/B6WJ3-4CYG9VN-BW/2/2607d58752e499d138b9cc1ada3e712b

 

 

[4]

题目：Equilibria with options: Existence and indeterminacy

作者：Stefan Krasa and Jan Werner

期刊：Journal of Economic Theory
   ，Volume 54, Issue 2, August 1991, Pages 305-320

链接：

http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WJ3-4CYGB2H-DG&_user=1021771&_coverDate=08%2F31%2F1991&_rdoc=3&_fmt=summary&_orig=browse&_srch=doc-info(%23toc%236867%231991%23999459997%23512521%23FLA%23display%23Volume)&_cdi=6867&_sort=d&_docanchor=&_ct=17&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=8068e806f58bd162c5babbfe82de095a

 

 

 

 

 [5]

题目：A note on “fulfilled expectations” equilibria

作者：David M. Kreps

期刊：Journal of Economic Theory
   ，Volume 14, Issue 1, February 1977, Pages 32-43

链接：

http://www.sciencedirect.com/science/article/B6WJ3-4CYGFG4-1H9/2/46c38a1fcad224e401d18404931def0c

[此贴子已经被作者于2008-4-1 21:03:34编辑过]