Items where Division is "Financial Markets Group" and Year is 1990

Article

Foldes, Lucien (1990) Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Stochastics and Stochastic Reports, 29 (1). pp. 133-170. ISSN 1045-1129

de Meza, David ORCID: 0000-0002-5638-8310 and Webb, David C. ORCID: 0009-0005-5611-7253 (1990) Risk, asymmetric information and capital market failure. The Economic Journal, 100 (399). pp. 206-214. ISSN 0013-0133

Book Section

Foldes, Lucien (1990) Certainty equivalence in the continuous-time-portfolio-cum-saving-model. In: Davis, M. H. A. and Elliot, R. J., (eds.) Applied Stochastic Analysis. Gordon & Breach Science Publishers Ltd, Hawthorn, Australia, pp. 343-387. ISBN 9782881247163

Monograph

Foldes, Lucien (1990) Optimal sure portfolio plans. Financial Markets Group Discussion Papers (106). Financial Markets Group, The London School of Economics and Political Science, London, UK.