Asset Pricing in Multiperiod Securities Markets (Q3806953)

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Asset Pricing in Multiperiod Securities Markets
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    title
    Asset Pricing in Multiperiod Securities Markets (English)
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    DOI
    10.2307/1913098
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    author
    Gary Chamberlain
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    published in
    Econometrica
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    publication date
    1988
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    Mathematics Subject Classification ID
    91B24
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    90C39
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    91B62
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    zbMATH DE Number
    4074757
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    zbMATH Keywords
    intertemporal models
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    capital asset pricing
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    stochastic process
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    aggregate consumption
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    market portfolio
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    martingale representation
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    scalar Brownian motion
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    sufficient statistic
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    factor structure
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    OpenAlex ID
    W2029196429
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