University of Washington and Stanford University, respectively. The co-authors are grateful to Michael Brennan, Barry Goldman, Nils Hakansson, James Ohlson, Richard Roll and Mark Rubinstein for helpful discussions. The co-authors are, of course, jointly and equally responsible for the content of the paper.
MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY†
Article first published online: 30 APR 2012
1975 The American Finance Association
The Journal of Finance
Volume 30, Issue 5, pages 1213–1227, December 1975
How to Cite
Kraus, A. and Litzenberger, R. H. (1975), MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY. The Journal of Finance, 30: 1213–1227. doi: 10.1111/j.1540-6261.1975.tb01050.x
Research for this paper was supported in part by a grant from the Dean Witter Foundation.
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012