References

Kenneth J. Arrow

"The Role of Securities in the Optimal Allocation of Risk-bearing,"
The Review of Economic Studies, April 1964, pp. 91-96

 

Gerard Debreu

Theory of Value
The Cowles Foundation Monograph 17, 1959

 

Harry M. Markowitz

"Portfolio Selection,"
The Journal of Finance March 1952

Harry M. Markowitz

"The Optimization of a Quadratic Function Subject to Linear Constraints,"
Naval Research Logistics Quarterly, March-June 1956, pp. 111-133.

 

James Tobin,

"Liquidity Preference as Behavior Towards Risk,"
Review of Economic Studies, February 1958, pp. 63-86