An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information (Q3751330): Difference between revisions
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Latest revision as of 23:42, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information |
scientific article |
Statements
An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information (English)
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1987
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representative agent
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equilibrium price system
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state variable processes
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diffusion process
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pure exchange economy
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martingale representation technique
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equilibrium portfolio policies
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hedging mutual funds
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