Модели ценообразования активов

Bubbles, Crashes, Technical Analysis, and Herding. Great Clarendon Street, Oxford First published 2001. Contents. list of figures ix. Preface xi. nformation, Equilibrium, and Efficiency Concepts. Modeling Information. Rational Expectations Equilibrium and. Bayesian Nash Equilibrium. Rational Expectations Equilibrium. Bayesian Nash Equilibrium. Allocative and Informational Efficiency. No-Trade Theorems, Competitive Asset Pricing, Bubbles. No-Trade...