scientific article; zbMATH DE number 5793952

zbMath1219.91001MaRDI QIDQ4931757

Kerry Back

Publication date: 30 September 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfoliodynamic programmingasset pricingoption pricingasymmetric informationutility functionpreferencesarbitrageterm structurecomplete marketmean-variance analysisstochastic discount factorPareto optimumproduction modelsbeta pricingrepresentative investor

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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