An Intertemporal General Equilibrium Model of Asset Prices (Q3696799)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3922312
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An Intertemporal General Equilibrium Model of Asset Prices |
scientific article; zbMATH DE number 3922312 |
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
0.823921799659729
0 references
0.800220251083374
0 references
0.797141969203949
0 references
