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Business Dynamic Asset Pricing Theory, Third Edition.

Posted on 2010-03-17




Name:Business Dynamic Asset Pricing Theory, Third Edition.
ASIN/ISBN:069109022X
Language:English
Pages:472
File size:70.5 Mb
   Business Dynamic Asset Pricing Theory, Third Edition.

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This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium. The . . .
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