Asset Pricing in Multiperiod Securities Markets (Q3806953)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset Pricing in Multiperiod Securities Markets |
scientific article |
Statements
Asset Pricing in Multiperiod Securities Markets (English)
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1988
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intertemporal models
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capital asset pricing
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stochastic process
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aggregate consumption
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market portfolio
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martingale representation
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scalar Brownian motion
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sufficient statistic
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factor structure
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