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GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS
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- Journal:
- Macroeconomic Dynamics / Volume 1 / Issue 2 / June 1997
- Published online by Cambridge University Press:
- 02 March 2005, pp. 333-354
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A class of complete benchmark models with intensity-based jumps
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- Journal:
- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 19-34
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- March 2004
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