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1
Asset Pricing and Portfolio Choice Theory (Solutions Manual)
Kerry Back
risk
x̃
assume
portfolio
asset
brownian
implies
r̃
utility
ỹ
w̃m
suppose
exp
investor
s̃
stochastic
probability
motion
define
discount
option
w̃
consider
optimal
formula
db1
pricing
function
martingale
db2
price
r̃p
m̃
cov
denote
market
ẽp
variance
z̃
models
equivalent
risky
equation
consumption
yields
assets
rate
choice
neutral
independent
Language:
english
File:
PDF, 1.94 MB
Your tags:
0
/
4.0
english
2
Asset Pricing and Portfolio Choice Theory
Oxford University Press
Kerry Back
risk
asset
utility
x̃
portfolio
function
price
investor
market
consumption
assume
r̃
investors
variance
models
probability
optimal
pricing
period
aversion
expected
brownian
martingale
s̃
assets
random
ỹ
denote
formula
stochastic
suppose
implies
equilibrium
option
consider
rate
z̃
equation
vector
prices
equivalent
defined
dynamic
conditional
zero
m̃
define
preferences
w̃
risky
Year:
2010
Language:
english
File:
PDF, 2.02 MB
Your tags:
0
/
0
english, 2010
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