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Foldes, Lucien (1991) Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments. Financial Markets Group Discussion Papers (109). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Foldes, Lucien (1991) Optimal sure portfolio plans. Mathematical Finance, 1 (2). pp. 15-55. ISSN 0960-1627
Goodhart, C. A. E. and Curcio, Riccardo (1991) The clustering of bid/ask prices and the spread in the foreign exchange market. Financial Markets Group Discussion Papers (110). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Pagano, Marco and Röell, Ailsa (1991) Auction and dealership markets: what is the difference? Financial Markets Group Discussion Papers (125). Financial Markets Group, The London School of Economics and Political Science, London, UK.