Information structure and equilibrium asset prices

Name

informationstruc00huan.pdf

Size

2.38 MB

Format

Adobe PDF

Checksum (MD5)

84a3fb248c20840b7c1f08afe7812ac6

Author(s)

Huang, Chi-fu.

Date Issued

1984]

Publisher

Cambridge, Mass. : Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 1477-83.

Description

"October 1982. Revised: May 1983. Revised: April 1984. "

Subjects

Martingales (Mathematics)

Information theory in mathematics.

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