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Dynamic Asset Pricing Theory

- Third Edition

About Dynamic Asset Pricing Theory

Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

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  • Language:
  • English
  • ISBN:
  • 9780691090221
  • Binding:
  • Hardback
  • Pages:
  • 488
  • Published:
  • October 20, 2001
  • Edition:
  • Dimensions:
  • 165x243x37 mm.
  • Weight:
  • 928 g.
Delivery: 2-4 weeks
Expected delivery: January 25, 2025
Extended return policy to January 30, 2025
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Description of Dynamic Asset Pricing Theory

Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

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