Two Essays on Equilibrium Asset Pricing and Intertemporal Recursive Utility

Two Essays on Equilibrium Asset Pricing and Intertemporal Recursive Utility
Author: Chenghu Ma
Publisher:
Total Pages: 180
Release: 1992
Genre:
ISBN:

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Two Essays on Equilibrium Asset Pricing and Intertemporal Recursive Utility
Language: en
Pages: 180
Authors: Chenghu Ma
Categories:
Type: BOOK - Published: 1992 - Publisher:

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Intertemporal Recursive Utility and an Equilibrium Asset Pricing Model in the Presence of Lévy Jumps
Language: en
Pages: 46
Authors: Chenghu Ma
Categories: Finance
Type: BOOK - Published: 2001 - Publisher:

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Advanced Asset Pricing Theory
Language: en
Pages: 818
Authors: Chenghu Ma
Categories: Business & Economics
Type: BOOK - Published: 2011 - Publisher: World Scientific

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This book provides a broad introduction to modern asset pricing theory. The theory is self-contained and unified in presentation. Both the no-arbitrage and the
Two Essays on Asset Pricing and Asset Choice
Language: en
Pages: 336
Authors: James Eric Gunderson
Categories:
Type: BOOK - Published: 2004 - Publisher:

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Intertemporal Asset Pricing
Language: en
Pages: 295
Authors: Bernd Meyer
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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In the mid-eighties Mehra and Prescott showed that the risk premium earned by American stocks cannot reasonably be explained by conventional capital market mode