An Intertemporal General Equilibrium Model of Asset Prices (Q3696799): Difference between revisions
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Revision as of 12:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Intertemporal General Equilibrium Model of Asset Prices |
scientific article |
Statements
An Intertemporal General Equilibrium Model of Asset Prices (English)
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1985
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portfolio theory
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financial economics
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stochastic differential
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equations
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Hamilton-Jacobi-Bellman equations
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martingales
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Girsanov transformations
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Itō's change of variables
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asset pricing
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economic interpretations
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capital growth
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