On the Optimality of the Stock Market Allocation of Investment

DOI10.7916/D8RV0ZBJ 10.2307/1880492; 10.7916/D8RV0ZBJzbMath0306.90004OpenAlexW2038563046MaRDI QIDQ4062878

Joseph E. Stiglitz

Publication date: 1972

Published in: The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1880492

Mathematics Subject Classification ID

Decision theory (91B06) Trade models (91B60) Inventory, storage, reservoirs (90B05)

Related Items

INTERNET MARKETING BUDGET ALLOCATION: FROM PRACTITIONER'S PERSPECTIVE, Optimal production of innovations under uncertainty, Competition in a stock market with small firms, Martingales and arbitrage in multiperiod securities markets, Conflict and compatibility of wealth and welfare maximization, Learning, diversification and the nature of risk, On the optimality of equilibrium when the market structure is incomplete, Competitive inefficiencies in the presence of constrained transactions