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

Author(s)
Huang, Chi-fu.
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Sloan School of Management.
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Description
"May 1983."
Date issued
1983]
URI
http://hdl.handle.net/1721.1/48898
Publisher
Cambridge, Mass. : Massachusetts Institute of Technology
Other identifiers
rationalanticipa00huan
Series/Report no.
Working paper (Sloan School of Management) ; 1553-84.
Keywords
Martingales (Mathematics), Economics, Mathematical models.
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