LeRoy S., Werner J. Principles of financial economics

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размер 1.36 МБ
добавлен 19 ноября 2011 г.

University of Minnesota, 2000.

Contents
I Equilibrium and Arbitrage
1 Equilibrium in Security Markets
2 Linear Pricing
3 Arbitrage and Positive Pricing
4 Portfolio Restrictions

II Valuation
5 Valuation
6 State Prices and Risk-Neutral Probabilities
7 Valuation under Portfolio Restrictions

III Risk
8 Expected Utility
9 Risk Aversion
10 Risk

IV Optimal Portfolios

V Equilibrium Prices and Allocations

VI Mean-Variance Analysis

VII Multidate Security Markets

VIII Martingale Property of Security Prices

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