Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.
Ik heb een vraag over het boek:
‘Dynamic Asset Pricing Theory - Duffie, Darrell’.
Vul het onderstaande formulier in.
We zullen zo spoedig mogelijk antwoorden.