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Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary, (1982)
Tax effects on the allocation of capital among sectors and among individuals : a portfolio approach
Slemrod, Joel, (1982)
The substitutability of debt and equity securities
Friedman, Benjamin M., (1983)
Dynamic programming for a stochastic Markovian process with an application to the mean variance models
Goldwerger, Juval, (1977)
Dynamic Programming for a Stochastic Markovian Process with an Application to the Mean Variance Models
Note--Capital Budgeting of Interdependent Projects: Activity Analysis Approach