L'histoire de la finance moderne

Harry Markowitz

Journal de la société française de statistique (1992)

  • Volume: 133, Issue: 4, page 13-33
  • ISSN: 1962-5197

How to cite

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Markowitz, Harry. "L'histoire de la finance moderne." Journal de la société française de statistique 133.4 (1992): 13-33. <http://eudml.org/doc/198441>.

@article{Markowitz1992,
author = {Markowitz, Harry},
journal = {Journal de la société française de statistique},
language = {fre},
number = {4},
pages = {13-33},
publisher = {Société de statistique de Paris},
title = {L'histoire de la finance moderne},
url = {http://eudml.org/doc/198441},
volume = {133},
year = {1992},
}

TY - JOUR
AU - Markowitz, Harry
TI - L'histoire de la finance moderne
JO - Journal de la société française de statistique
PY - 1992
PB - Société de statistique de Paris
VL - 133
IS - 4
SP - 13
EP - 33
LA - fre
UR - http://eudml.org/doc/198441
ER -

References

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  1. ROY A.D. (1952), " Safety First and the Holding of Assets", Econometrica, 431-49. Zbl0047.38805
  2. TOBIN J. (1958), " Liquidity Preference as Behavior Towards Risk", Review of Economic Studies, February, 65-86. 
  3. SHARPE W.F. (1964), " Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk", The Journal of Finance, September. 
  4. LINTNER J. (1965), " The Valuation of Risk Assets and the Selection of Risk Investments in Stock Portfolios and Capital Budgets", Review of Economics and Statistics, February. 
  5. MOSSIN J. (1966), " Equilibrium in a Capital Asset Market", Econometrica, October. 
  6. SHARPE W.F. (1970), Portfolio Theory and Capital Markets, McGraw-Hill, New York. 
  7. MERTON R.C. (1972), " An Analytic Derivation of the Efficient Portfolio Frontier", Journal of Financial and Quantitative Analysis, September, 1851-72. 
  8. BLACK F. (1972), " Capital Market Equilibrium with Restricted Borrowing", Journal of Business, July. 
  9. ROSS S.A. (1976), " The Arbitrage Theory of Capital Asset Pricing", Journal of Economic Theory. MR429063
  10. MERTON R. (1969), " Lifetime Portfolio Selection Under Uncertainty: The Continuous Time Case", Review of Economics and Statistics, 247-257. 
  11. MERTON R. (1971), " Optimum Consumption and Portfolio Rules in a Continuous Time Model", Journal of Economic Theory, 373-413. Zbl1011.91502MR456373
  12. BLACK F. and SCHOLES M. (1973), " The Pricing of Options and Corporate Liabilities", Journal of Political Economy, May-June. Zbl1092.91524
  13. HARRISON J.M. and KREPS D. (1979), " Martingales and Arbitrage in Multiperiod Securities Markets", Journal of Economic Theory, 381-408. Zbl0431.90019MR540823
  14. HARRISON J.M. and PLISKA S. (1981), " Martingales and Stochastic Integrals in the Theory of Continuous Trading", Stochastic Processes and Their Application, 363-84. Zbl0482.60097MR622165
  15. COX J.C., INGERSOLL J.E. and ROSS S.A. (1985), " A Theory of the Term Structure of Interest Rates", Econometrica, 385-407. Zbl1274.91447MR785475

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