Publication:3619682
From MaRDI portal
zbMath1169.91003MaRDI QIDQ3619682
Publication date: 8 April 2009
risk aversion; arbitrage; mean-variance analysis; dynamic optimality; portfolios; financial market; financial contracts; dominant choice and option pricing; dynamic arbitrage pricing; optimal consumption and portfolio choice; optimality and equilibrium; representative-agent pricing
91B24: Microeconomic theory (price theory and economic markets)
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
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