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Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul, (2000)
Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market
Massa, Massimo, (2000)
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L., (1999)
Optimal portfolio selection under differential taxation : simple rules
Chen, Son-nan, (1986)
Estimation risk and the demand for risky assets under uncertain inflation : heterogeneous versus homogeneous expectations
Chen, Son-nan, (1988)
Capital budgeting and uncertain inflation
Chen, Son-Nan, (1984)