Asset pricing for dynamic economies / Sumru Altug and Pamela Labadie

1. Complete contingent claims -- 2. Arbitrage and asset valuation -- 3. Expected utility -- 4. CAPM and APT -- 5. Consumption and saving -- 6. Dynamic programming -- 7. Intertemporal risk sharing -- 8. Consumption and asset pricing -- 9. Non-separable preferences -- 10. Economies with production -- 11. Investment -- 12. Business cycles -- 13. Models with cash-in-advance constraints -- 14. International asset markets -- 15. Asset pricing with frictions -- 16. Borrowing constraints -- 17. Overlapping generations models -- A. Mathematical appendix

著者

Labadie, Pamela, 1953-、Altug, Sumru

出版社

Cambridge University Press

発売日

2008年1月発売

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9780521875851

発売済み