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本附件包括:
- An intertemporal asset pricing model with stochastic consumption and investment opportunities.pdf
- An Intertemporal Capital Asset Pricing Model.pdf
- An Intertemporal General Equilibrium Model of Asset Prices.pdf
- Arbitrage, factor structure, and mean-variance analysis.pdf
- Asset Prices in an Exchange Economy.pdf
- A Simple Approach to the Valuation of Risky Streams.pdf
- A Theory of the Term Structure of Interest Rates.pdf
文件内容:
"An interemporal capital asset pricing model",Merton,1973
"An intertemporal general equilibrium model of asset prices",Ross,Econometrica,1985
"Arbitrage,Factor structure, and mean-variance analysis on large asset markets",Gary
Chamberlain,Michael Rothschild,Econometrica,1983
Asset prices in an exchange economy, Lucas, econometrica,1978
文件大小:12M