Market Equilibrium in a Multiperiod State Preference Model with Logarithmic Utility Alan Kraus; Robert H. Litzenberger Journal of Finance 1975 30(5), 1213
MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY† Alan Kraus; Robert H. Litzenberger Journal of Finance 1975 30(5), 1213-1227