An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information (Q3751330): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/1911159 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2021539219 / rank | |||
Normal rank | |||
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)
0 references
1987
0 references
representative agent
0 references
equilibrium price system
0 references
state variable processes
0 references
diffusion process
0 references
pure exchange economy
0 references
martingale representation technique
0 references
equilibrium portfolio policies
0 references
hedging mutual funds
0 references
