An Intertemporal General Equilibrium Model of Asset Prices (Q3696799)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Intertemporal General Equilibrium Model of Asset Prices |
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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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ItΕ'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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