1
文献名:Portfolio Efficient Sets
作者:Philip H. Dybvig
期刊:Econometrica 50, No. 6, November 1982,1525-1546
电子链接:
http://www.jstor.org/pss/1913394
2
文献名:Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
作者:Stephen A.Ross
期刊:Econometrica 49, No. 3, May 1981, 621-638
电子链接:
http://www.jstor.org/pss/1911515
3
文献名:Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
作者:Gur Huberman
期刊:Econometrica 51, No. 5, September 1983, 1345-1361
电子链接:
http://www.jstor.org/pss/1912278
4
文献名:A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply
作者:Richard Roll
期刊:Journal of Finance 39, No. 2, June 1984, 347-350
电子链接:
http://www.jstor.org/pss/2327864
5
文献名:Measuring Investment Performance in a Rational Expectations Equilibrium Model
作者:Anat R. Admati
期刊:Journal of Business 58, No. 1, January 1985, 1-26
电子链接:
http://www.jstor.org/pss/2352907
谢谢帮助!