An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information (Q3751330)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information |
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
