A survey of asset pricing models including linear factor models, CAPM, and arbitrage models. Multi-period consumption, portfolio choice, and asset pricing models; continuous-time consumption and portfolio choice; behavioural finance and asset pricing; asset pricing with differential information.
A survey of asset pricing models including linear factor models, CAPM, and arbitrage models. Multi-period consumption, portfolio choice, and asset pricing models; continuous-time consumption and portfolio choice; behavioural finance and asset pricing; asset pricing with differential information.
