Similar Search Results

An isomorphism between asset pricing models with and without linear habit formation

Schroder, Mark D.; Skiadas, Costis - In: The review of financial studies 15 (2002) 4, pp. 1189-1221

Persistent link: https://www.econbiz.de/10001716092

Skiadas, Costis - 2009

"Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing." "Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis,...

Persistent link: https://www.econbiz.de/10003752218

Asset Pricing Theory

Skiadas, Costis - 2009

Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis,...

Persistent link: https://www.econbiz.de/10014488100

Short-sale constraints, information acquisition, and asset prices

Nezafat, Mahdi; Schroder, Mark D.; Wang, Qinghai - In: Journal of economic theory 172 (2017), pp. 273-312

Persistent link: https://www.econbiz.de/10011777061

Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information

DeMarzo, Peter M. - In: Journal of economic theory 80 (1998) 1, pp. 123-152

Persistent link: https://www.econbiz.de/10001243871

Continuous-time security pricing : a utility gradient approach

Duffie, Darrell - In: Journal of mathematical economics 23 (1994) 2, pp. 107-131

Persistent link: https://www.econbiz.de/10001161894

On the uniqueness of fully informative rational expectations equilibria

DeMarzo, Peter; Skiadas, Costis - In: Economic theory : official journal of the Society for … 13 (1999) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10001368221