An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information (Q3751330)
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scientific article; zbMATH DE number 3989065
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| English | An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information |
scientific article; zbMATH DE number 3989065 |
Statements
An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information (English)
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1987
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representative agent
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equilibrium price system
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state variable processes
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diffusion process
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pure exchange economy
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martingale representation technique
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equilibrium portfolio policies
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hedging mutual funds
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0.9226997
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0.90297556
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0.8843005
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0.8826203
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0.8821445
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0.8776704
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0.8773675
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0.87661254
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