Research Catalog

Dynamic choice and asset markets

Title
Dynamic choice and asset markets / Sumru Altug, Pamela Labadie.
Author
Altug, Sumru.
Publication
San Diego : Academic Press, 1994.

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Details

Additional Authors
Labadie, Pamela, 1953-
Description
xiii, 374 pages : illustrations; 24 cm
Subject
  • Capital assets pricing model
  • Investments > Mathematical models
Bibliography (note)
  • Includes bibliographical references and index.
Contents
1. Introduction -- 2. Consumption and Asset Pricing -- 3. Tests of Asset Pricing Relations -- 4. Models with Production and Capital Accumulation -- 5. Inflation and Asset Returns -- 6. International Asset Markets -- 7. Asset Markets with Heterogeneous Populations.
ISBN
0120554550
LCCN
94025749
OCLC
ocm30667460
Owning Institutions
Columbia University Libraries