Asset Pricing in Multiperiod Securities Markets
type: Item
instance of: scholarly article
title: Asset Pricing in Multiperiod Securities Markets
zbMATH Open document ID: 0657.90012
DOI: 10.2307/1913098
author: Gary Chamberlain
published in: Econometrica
publication date: 1988-01-01T00:00:00Z
full work available at URL: uwmad-0019.PDF
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 4074757
zbMATH Keywords: intertemporal models
zbMATH Keywords: capital asset pricing
zbMATH Keywords: stochastic process
zbMATH Keywords: aggregate consumption
zbMATH Keywords: market portfolio
zbMATH Keywords: martingale representation
zbMATH Keywords: scalar Brownian motion
zbMATH Keywords: sufficient statistic
zbMATH Keywords: factor structure
MaRDI profile type: Publication
OpenAlex ID: W2029196429
description: scientific article