Dynamic Asset Pricing Theory
€ 92,90
Informação do Produto
| ISBN | 9780691090221 |
|---|---|
| Editora | Princeton University Press |
| Preço (iva excl.) | € 87,64 |
| Imposto | € 5,26 |
| Preço (iva inc.) | € 92,90 |
| Disponibilidade | Indisponível |
Descrição do Produto
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.