Asset Pricing
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6

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Published By WORLD SCIENTIFIC

9789812704559, 9789812832504

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Algebra of Stochastic Discount Factors — The Structural Theory of Asset Pricing (Part II)

Asset Pricing ◽

10.1142/9789812832504_0003 ◽

2008 ◽

pp. 31-56

Keyword(s):

Asset Pricing ◽

Structural Theory ◽

Discount Factors ◽

Stochastic Discount Factors

Introduction to Modern Asset Pricing

Asset Pricing ◽

10.1142/9789812832504_0001 ◽

2008 ◽

pp. 1-12

Keyword(s):

Asset Pricing

FRONT MATTER

Asset Pricing ◽

10.1142/9789812832504_fmatter ◽

2008 ◽

pp. i-xiii

BACK MATTER

Asset Pricing ◽

10.1142/9789812832504_bmatter ◽

2008 ◽

pp. 71-76

A Structural Theory of Asset Pricing and the Equity Premium Puzzle

Asset Pricing ◽

10.1142/9789812832504_0002 ◽

2008 ◽

pp. 13-29

Keyword(s):

Asset Pricing ◽

Equity Premium ◽

Structural Theory ◽

Equity Premium Puzzle ◽

Premium Puzzle

Investment and Consumption in a Multi-period Framework

Asset Pricing ◽

10.1142/9789812832504_0004 ◽

2008 ◽

pp. 57-69