An Intertemporal General Equilibrium Model of Asset Prices (Q3696799)
From MaRDI portal
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)
0 references
1985
0 references
portfolio theory
0 references
financial economics
0 references
stochastic differential
0 references
equations
0 references
Hamilton-Jacobi-Bellman equations
0 references
martingales
0 references
Girsanov transformations
0 references
Itō's change of variables
0 references
asset pricing
0 references
economic interpretations
0 references
capital growth
0 references
