Continuous time production economies under incomplete information I : a separation theorem
Name
continuoustimepr00genn.pdf
Size
1.8 MB
Format
Adobe PDF
Checksum (MD5)
9beff704f2d50f9c60402a0f4589bd2a
Author(s)
Gennotte, Gerard
Date Issued
1984]
Publisher
Cambridge, Mass. : Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 1612-84.
Description
"November 1984."
Subjects
Capital assets pricing model.
Arbitrage.
Persistent DSpace Link