Asset pricing for dynamic economies /
| Основен автор: | Altug, Sumru. |
|---|---|
| Други автори: | Labadie, Pamela, 1953- |
| Формат: | Книга |
| Език: | English |
| Публикувано: |
New York :
Cambridge University Press,
c2008.
|
| Предмети: | |
| Онлайн достъп: |
Contributor biographical information Publisher description Table of contents only |
Съдържание:
- 1. Complete contingent claims
- 2. Arbitrage and asset valuation
- 3. Expected utility
- 4. CAPM and APT
- 5. Consumption and saving
- 6. Dynamic programming
- 7. Intertemporal risk sharing
- 8. Consumption and asset pricing
- 9. Non-separable preferences
- 10. Economies with production
- 11. Investment
- 12. Business cycles
- 13. Models with cash-in-advance constraints
- 14. International asset markets
- 15. Asset pricing with frictions
- 16. Borrowing constraints
- 17. Overlapping generations models
- A. Mathematical appendix.