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Asset pricing for dynamic economies
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Asset pricing for dynamic economies

Author: Sumru Altug; Pamela Labadie
Publisher: New York : Cambridge University Press, ©2008.
Edition/Format: Book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Sumru Altug; Pamela Labadie
ISBN: 9780521875851 0521875854 9780521699143 0521699142
OCLC Number: 213400650
Description: xvi, 584 p. ; 25 cm.
Contents: 1. Complete contingent claims -- 2. Arbitrage and asset valuation -- 3. Expected utility -- 4. CAPM and APT -- 5. Consumption and saving -- 6. Dynamic programming -- 7. Intertemporal risk sharing -- 8. Consumption and asset pricing -- 9. Non-separable preferences -- 10. Economies with production -- 11. Investment -- 12. Business cycles -- 13. Models with cash-in-advance constraints -- 14. International asset markets -- 15. Asset pricing with frictions -- 16. Borrowing constraints -- 17. Overlapping generations models -- A. Mathematical appendix.
Responsibility: Sumru Altug and Pamela Labadie.
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