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Econometrica
Volumn 67, Issue 4, 1999, Pages 919-920
Decomposition and characterization of risk with a continuum of random variables: Corrigendum
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EID: 18644362708     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00060     Document Type: Article
Times cited : (9)
References (4)
  • 1
    • 0029427107 scopus 로고
    • Decomposition and characterization of risk with a continuum of random variables
    • AL-NAJJAR, N. I. (1995): "Decomposition and Characterization of Risk with a Continuum of Random Variables," Econometrica, 63, 1195-1224.
    • (1995) Econometrica , vol.63 , pp. 1195-1224
    • Al-Najjar, N.I.1
  • 2
    • 0001408185 scopus 로고    scopus 로고
    • Factor analysis and arbitrage pricing in large asset economies
    • _ (1998): "Factor Analysis and Arbitrage Pricing in Large Asset Economies," Journal of Economic Theory, 78, 231-262.
    • (1998) Journal of Economic Theory , vol.78 , pp. 231-262
  • 3
    • 0000858128 scopus 로고
    • The law of large numbers, examples and counterexamples
    • DOBRIC, V. (1987): "The Law of Large Numbers, Examples and Counterexamples," Mathematica Scandinavica, 60, 273-291.
    • (1987) Mathematica Scandinavica , vol.60 , pp. 273-291
    • Dobric, V.1
  • 4
    • 0033479011 scopus 로고    scopus 로고
    • On the decomposition and characterization of risk with a continuum of random variables
    • KHAN, M. A., AND Y. SUN (1996): "On the Decomposition and Characterization of Risk with a Continuum of Random Variables," CORE Discussion Paper No. 9738.
    • (1996) CORE Discussion Paper No. 9738 , vol.9738
    • Khan, M.A.1    Sun, Y.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.