General Book Search for "9780691090221"

Dynamic Asset Pricing Theory

Hardback
Published : Sunday 21 October 2001
ISBN : 9780691090221
Price : €76.05


Description

Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.



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