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Portfolio Selection and Asset Pricing With Dynamically Incomplete Markets and Time-Varying First and Second Moments

Lars Tyge Nielsen and Maria Vassalou
Format
Book
Published
London : Centre for Economic Policy Research, [1997]
Language
English
Series
Discussion Paper Series / Centre for Economic Policy Research
Discussion Paper (Centre for Economic Policy Research (Great Britain))
Description
42 p. ; 21 cm.
Notes
  • "Financial economics"--Cover.
  • "May 1997"
  • Includes bibliographical references (p. 40-42).
Local Notes
VIVA Repository Copy 2014.
Series Statement
Discussion paper series / Centre for Economic Policy Research ; no. 1652
Discussion paper (Centre for Economic Policy Research (Great Britain)) ; no. 1652
Technical Details
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    a| 42 p. ; c| 21 cm.
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    a| "Financial economics"--Cover.
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    a| "May 1997"
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    a| Includes bibliographical references (p. 40-42).
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    a| Capital assets pricing model.
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    a| Vassalou, Maria.
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