@article{JSFS_1992__133_4_13_0,
author = {Markowitz, Harry},
title = {L'histoire de la finance moderne},
journal = {Journal de la Soci\'et\'e de statistique de Paris},
pages = {13--33},
year = {1992},
publisher = {Soci\'et\'e de statistique de Paris},
volume = {133},
number = {4},
language = {fr},
url = {https://www.numdam.org/item/JSFS_1992__133_4_13_0/}
}
Markowitz, Harry. L'histoire de la finance moderne. Journal de la Société de statistique de Paris, Marchés financiers et gestion de portefeuilles : une mise en perspective des nouveaux outils, Tome 133 (1992) no. 4, pp. 13-33. https://www.numdam.org/item/JSFS_1992__133_4_13_0/
(1952), " Safety First and the Holding of Assets", Econometrica, 431-49. | Zbl
(1958), " Liquidity Preference as Behavior Towards Risk", Review of Economic Studies, February, 65-86.
(1964), " Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk", The Journal of Finance, September.
(1965), " The Valuation of Risk Assets and the Selection of Risk Investments in Stock Portfolios and Capital Budgets", Review of Economics and Statistics, February.
(1966), " Equilibrium in a Capital Asset Market", Econometrica, October.
(1970), Portfolio Theory and Capital Markets, McGraw-Hill, New York.
(1972), " An Analytic Derivation of the Efficient Portfolio Frontier", Journal of Financial and Quantitative Analysis, September, 1851-72.
(1972), " Capital Market Equilibrium with Restricted Borrowing", Journal of Business, July.
(1976), " The Arbitrage Theory of Capital Asset Pricing", Journal of Economic Theory. | MR
(1969), " Lifetime Portfolio Selection Under Uncertainty: The Continuous Time Case", Review of Economics and Statistics, 247-257.
(1971), " Optimum Consumption and Portfolio Rules in a Continuous Time Model", Journal of Economic Theory, 373-413. | Zbl | MR
and (1973), " The Pricing of Options and Corporate Liabilities", Journal of Political Economy, May-June. | Zbl
and (1979), " Martingales and Arbitrage in Multiperiod Securities Markets", Journal of Economic Theory, 381-408. | Zbl | MR
and (1981), " Martingales and Stochastic Integrals in the Theory of Continuous Trading", Stochastic Processes and Their Application, 363-84. | Zbl | MR
, and (1985), " A Theory of the Term Structure of Interest Rates", Econometrica, 385-407. | MR





