search query: @author Subrahmanyam, M. G. / total: 12
references: 8-12 / 12
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8.
The valuation of multivariate contingent claims in discrete time models.
Journal of Finance
1984 : MAR, VOL. 39:1, p. 207-228
 1984 Stapleton, R. C.
Subrahmanyam, M. G.
9.
Notes on multiperiod valuation and the pricing of options : a comment.
Journal of Finance
1984 : MAR, VOL. 39:1, p. 303-308
 1984 Stapleton, R. C.
Subrahmanyam, M. G.
10.
The market model and capital asset pricing theory : a note.
Journal of Finance
1983 : DEC, VOL. 38:5, p. 1637-1642
 1983 Stapleton, R. C.
Subrahmanyam, M. G.
11.
A simple algorithm for optimal portfolio selection with fixed transaction costs.
Management Science
1982 : MAR, VOL. 28:3, p. 303-314
 1982 Patel, N. R.
Subrahmanyam, M. G.
12.
Marketability of assets and the price of risk.
Journal of Financial and Quantitative Analysis
1979 : MAR, VOL. 14:1, p. 1-10
 1979 Stapleton, R. C.
Subrahmanyam, M. G.
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