Continuous time production economies under incomplete information I : a separation theorem
Author(s)
Gennotte, Gerard
Downloadcontinuoustimepr00genn.pdf (1.803Mb)
Other Contributors
Sloan School of Management.
Metadata
Show full item recordDescription
"November 1984."
Date issued
1984]Publisher
Cambridge, Mass. : Massachusetts Institute of Technology
Other identifiers
continuoustimepr00genn
Series/Report no.
Working paper (Sloan School of Management) ; 1612-84.
Keywords
Capital assets pricing model., Arbitrage.