A rational anticipations general equilibrium asset pricing model : the case of diffusion information

Name

rationalanticipa00huan.pdf

Size

2.7 MB

Format

Adobe PDF

Checksum (MD5)

88626d96c90d132f42a2e79766941aef

Author(s)

Huang, Chi-fu.

Date Issued

1983]

Publisher

Cambridge, Mass. : Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 1553-84.

Description

"May 1983."

Subjects

Martingales (Mathematics)

Economics

Mathematical models.

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