References
[1] Back, K. and Dybvig, P. H. (1993), On the Existence of Optimal Port-
folios in Complete Markets, Working paper, Washington University in
St. Louis.
[2] Barberis, N. and Huang, M. (2000), Mental Accounting, Loss Aversion,
and Individual Stock Returns, Working Paper.
[3] Barberis, N., Huang, M. and Santos, T. (2001), Prospect Theory and
Asset Prices, Quarterly Journal of Economics, forthcoming.
[4] Bawa, V.S. and Lindenberg, B.E. (1977), Capital market equilibrium
in a mean-lower partial moment framework, Journal of Financial Eco-
nomics, 5, 189-200.
[5] Bell, D.E. (1995a), Risk, return, and utility, Management Science, 41,
23-30.
[6] Bell, D.E. (1995b), A contextual uncertainty condition for behavior un-
der risk, Management Science, 41, 1145-1150.
[7] Benninga, S. and Blume, M. (1985), On the Optimality of Portfolio
Insurance, Journal of Finance, 40, 1341-1352.
[8] Benninga, S. and Mayshar, J. (2000), Heterogeneity and Option Pricing,
Review of Derivatives Research, 4, 7-27.
[9] Brachinger, H.-W. and Weber, M. (1997), Risk as a primitive: a survey
of measures of perceived risk, OR-Spektrum, 19, 235-250.
[10] Brennan, M. J. and Solanki, M. (1981), Optimal Portfolio Insurance,
Journal of Financial and Quantitative Analysis, 16, 279-300.
[11] Brenner, M. and Y-H Eom (1996), Semi-Nonparametric Tests of the
Martingale Restrictions of Option Prices, Working Paper, New York
University.
[12] Cass, D. and Stiglitz, J.E. (1970), The structure of investor preferences
and asset returns, and separability in portfolio allocation: A contribu-
tion to the pure theory of mutual funds, Journal of Economic Theory,
2, 122-160.
[13] Christensen, B.J. and N.R. Prabhala (1998), The relation between im-
plied and realized volatility, Journal of Financial Economics, 50, 125-
150.
47
More intriguing information
1. The name is absent2. Tax Increment Financing for Optimal Open Space Preservation: an Economic Inquiry
3. The name is absent
4. Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (new title: The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences)
5. PERFORMANCE PREMISES FOR HUMAN RESOURCES FROM PUBLIC HEALTH ORGANIZATIONS IN ROMANIA
6. Licensing Schemes in Endogenous Entry
7. Mergers and the changing landscape of commercial banking (Part II)
8. The name is absent
9. Mean Variance Optimization of Non-Linear Systems and Worst-case Analysis
10. A Unified Model For Developmental Robotics