A martingale theory of asset pricing in a production economy

DOI10.1016/0165-4896(90)90002-OzbMath0715.90026OpenAlexW2059841513MaRDI QIDQ751966

Parantap Basu

Publication date: 1990

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-4896(90)90002-o

zbMATH Keywords

asset pricingcapital accumulationproduction economymartingale valuation equation

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Cites Work

• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Asset Prices in an Exchange Economy

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