Keywords
Futures contractEconomicsDownside riskEconometricsSpot contractPortfolioCopula (linguistics)Asset allocationForward contractMicroeconomicsFinancial economics
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Publication Info
- Year
- 1970
- Type
- article
- Volume
- 2
- Issue
- 2
- Pages
- 122-160
- Citations
- 440
- Access
- Closed
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Cite This
David Cass,
Joseph E. Stiglitz
(1970).
The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds.
Journal of Economic Theory
, 2
(2)
, 122-160.
https://doi.org/10.1016/0022-0531(70)90002-5
Identifiers
- DOI
- 10.1016/0022-0531(70)90002-5