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.
@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},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {133},
     number = {4},
     year = {1992},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1992__133_4_13_0/}
}
TY  - JOUR
AU  - Markowitz, Harry
TI  - L'histoire de la finance moderne
JO  - Journal de la Société de statistique de Paris
PY  - 1992
SP  - 13
EP  - 33
VL  - 133
IS  - 4
PB  - Société de statistique de Paris
UR  - http://www.numdam.org/item/JSFS_1992__133_4_13_0/
LA  - fr
ID  - JSFS_1992__133_4_13_0
ER  - 
%0 Journal Article
%A Markowitz, Harry
%T L'histoire de la finance moderne
%J Journal de la Société de statistique de Paris
%D 1992
%P 13-33
%V 133
%N 4
%I Société de statistique de Paris
%U http://www.numdam.org/item/JSFS_1992__133_4_13_0/
%G fr
%F 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. http://www.numdam.org/item/JSFS_1992__133_4_13_0/

Roy A.D. (1952), " Safety First and the Holding of Assets", Econometrica, 431-49. | Zbl

Tobin J. (1958), " Liquidity Preference as Behavior Towards Risk", Review of Economic Studies, February, 65-86.

Sharpe W.F. (1964), " Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk", The Journal of Finance, September.

Lintner J. (1965), " The Valuation of Risk Assets and the Selection of Risk Investments in Stock Portfolios and Capital Budgets", Review of Economics and Statistics, February.

Mossin J. (1966), " Equilibrium in a Capital Asset Market", Econometrica, October.

Sharpe W.F. (1970), Portfolio Theory and Capital Markets, McGraw-Hill, New York.

Merton R.C. (1972), " An Analytic Derivation of the Efficient Portfolio Frontier", Journal of Financial and Quantitative Analysis, September, 1851-72.

Black F. (1972), " Capital Market Equilibrium with Restricted Borrowing", Journal of Business, July.

Ross S.A. (1976), " The Arbitrage Theory of Capital Asset Pricing", Journal of Economic Theory. | MR

Merton R. (1969), " Lifetime Portfolio Selection Under Uncertainty: The Continuous Time Case", Review of Economics and Statistics, 247-257.

Merton R. (1971), " Optimum Consumption and Portfolio Rules in a Continuous Time Model", Journal of Economic Theory, 373-413. | MR | Zbl

Black F. and Scholes M. (1973), " The Pricing of Options and Corporate Liabilities", Journal of Political Economy, May-June. | Zbl

Harrison J.M. and Kreps D. (1979), " Martingales and Arbitrage in Multiperiod Securities Markets", Journal of Economic Theory, 381-408. | MR | Zbl

Harrison J.M. and Pliska S. (1981), " Martingales and Stochastic Integrals in the Theory of Continuous Trading", Stochastic Processes and Their Application, 363-84. | MR | Zbl

Cox J.C., Ingersoll J.E. and Ross S.A. (1985), " A Theory of the Term Structure of Interest Rates", Econometrica, 385-407. | MR