ISBN 13 : 978-0691160801

Contents : Dedication
Contents
Figures
Tables
Preface
Part I Static Portfolio Choice and Asset Pricing

1 Choice under Uncertainty
2 Static Portfolio Choice
3 Static Equilibrium Asset Pricing
4 The Stochastic Discount Factor

Part II Intertemporal Portfolio Choice and Asset Pricing

5 Present Value Relations
6 Consumption-Based Asset Pricing
7 Production-Based Asset Pricing
8 Fixed-Income Securities
9 Intertemporal Risk

Part III Heterogeneous Investors

10 Household Finance
11 Risksharing and Speculation
12 Asymmetric Information and Liquidity
References
Index

Language : English

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque