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。
Numeraire Portfolio Measures of the Size and
Source of Gains from International Diversification
Ludger Hentschela, John B. Long, Jr.a
aSimon School, University of Rochester, Rochester, NY 14627
October 29, 2002
Comments Welcome
Numeraire Portfolio Measures of the Size and
Source of Gains from International Diversification
Ludger Hentschela, John B. Long, Jr.a
aSimon School, University of Rochester, Rochester, NY 14627
October 29, 2002
Comments Welcome
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