A martingale theory of asset pricing in a production economy (Q751966): Difference between revisions
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| Property / cites work: The Present-Value Relation: Tests Based on Implied Variance Bounds / rank | |||
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| Property / cites work: Asset Prices in an Exchange Economy / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0165-4896(90)90002-o / rank | |||
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Latest revision as of 10:07, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A martingale theory of asset pricing in a production economy |
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A martingale theory of asset pricing in a production economy (English)
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1990
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asset pricing
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production economy
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capital accumulation
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martingale valuation equation
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