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Finanzmarktanalyse I

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2 <strong>Finanzmarktanalyse</strong> I<br />

Hicks, J. R. (1946): Value and Capital, London: Oxford University Press, 2nd<br />

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Schall, L., G. Sündern, and W. Geijsbeek, Jr. (1978): «Survey and Analysis of<br />

Capital Budgeting References», Journal of Finance, March, 281-287.<br />

4. Kapitel<br />

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Markham Publishing Company.<br />

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91.<br />

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printing.<br />

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Von Neumann, J. and 0. Morgenstern (1947): Theory of Games and Economic<br />

Behavior, Princeton (N. J.): Princeton University Press.<br />

5. Kapitel<br />

Arrow, K. J. (1964): «The Role of Securities in the Optimal Allocation of Risk-<br />

Bearing», Review of Economic Studies, 31, 91-96.<br />

Cass, D. and J. E. Stiglitz (1970): «The Structure of Investor Preferences and<br />

Asset Returns, and Separability in Portfolio Allocation: A Contribution to<br />

the Pure Theory of Mutual Funds», Journal of Economic Theory, June,<br />

122-160.<br />

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February, 75-86.<br />

Ross, S. A. (1978): «Mutual Fund Separation in Financial Theory: The Separating<br />

Distributions», Journal of Economic Theory, December, 254-286.

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