Admissible uncertainty in the intertemporal asset pricing model

Author:

Constantinides George M.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference36 articles.

1. A fairly general asset pricing model - and some remarks on multi-period valuation;Bhattacharya,1979

2. Capital market equilibrium with restricted borrowing;Black;Journal of Business,1972

3. An intertemporal asset pricing model with stochastic investment opportunities;Breeden;Journal of Financial Economics,1979

4. Prices of state-contingent claims implicit in options prices;Breeden;Journal of Business,1978

5. Necessary conditions for aggregations in securities markets;Brennan;Journal of Financial and Quantitative Analysis,1978

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