Asset Pricing Implications of Real Market Frictions
Year of publication: |
1994-12
|
---|---|
Authors: | DANTHINE, Jean-Pierre ; DONALDSON, John B. |
Institutions: | Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC) |
Subject: | financial market | economic models | pricing |
-
Pricing Derived Securities Under an Edgeworthian Process.
Wu, S.Y., (1996)
-
EFFICIENT CAPITAL MARKETS AND MARTINGALES.
LEROY, S.F., (1989)
-
RISK PREMIA IN FUTURES AND ASSET MARKETS.
BESSEMBINDER, H., (1989)
- More ...
-
Executive Compensation: The View from General Equilibrium
DANTHINE, Jean-Pierre, (2007)
-
A Note on NNS Models: Introducing Physical Capital; Avoiding Rationing
DANTHINE, Jean-Pierre, (2002)
-
Methodological and Empirical Issues in Real Business Cycle Theory
DANTHINE, Jean-Pierre, (1991)
- More ...