메뉴 건너뛰기




Volumn 2, Issue 4, 2002, Pages 282-296

The perception of time, risk and return during periods of speculation

Author keywords

[No Author keywords available]

Indexed keywords


EID: 85008813597     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/2/4/304     Document Type: Article
Times cited : (39)

References (14)
  • 1
    • 85008854591 scopus 로고    scopus 로고
    • NBER working paper #w7488. Black F and Scholes M 1973 The pricing of options and corporate liabilities
    • Andersen T G et al 2000 NBER working paper #w7488. Black F and Scholes M 1973 The pricing of options and corporate liabilities J. Political Economy 81 637–54
    • (2000) J. Political Economy , vol.81 , pp. 637-654
    • Andersen, T.G.1
  • 4
    • 85008781862 scopus 로고    scopus 로고
    • Trading volume in models of financial derivatives
    • Howison S and Lamper D 2001 Trading volume in models of financial derivatives Appl. Math. Finance 8 119–35
    • (2001) Appl. Math. Finance , vol.8 , pp. 119-135
    • Howison, S.1    Lamper, D.2
  • 6
    • 0002895230 scopus 로고    scopus 로고
    • The variance gamma process and option pricing
    • Madan D P, Carr P P and Change E C 1998 The variance gamma process and option pricing Eur. Finance Rev. 2 79–105
    • (1998) Eur. Finance Rev , vol.2 , pp. 79-105
    • Madan, D.P.1    Carr, P.P.2    Change, E.C.3
  • 7
    • 84995186518 scopus 로고
    • Portfolio selection
    • Markowitz H M 1952 Portfolio selection J. Finance 7 77–91
    • (1952) J. Finance , vol.7 , pp. 77-91
    • Markowitz, H.M.1
  • 8
    • 0015602539 scopus 로고
    • Theory of rational option pricing Bell
    • Merton R C 1973 Theory of rational option pricing Bell J. Economics Management Sci. 4 141–83
    • (1973) J. Economics Management Sci , vol.4 , pp. 141-183
    • Merton, R.C.1
  • 12
    • 85008796657 scopus 로고    scopus 로고
    • Private communication Ross S A 1976 The arbitrage theory of capital asset pricing
    • Posner S 2000 Private communication Ross S A 1976 The arbitrage theory of capital asset pricing J. Econ. Theory 13 341–60
    • (2000) J. Econ. Theory , vol.13 , pp. 341-360
    • Posner, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.