Asset pricing for idiosyncratically incomplete markets

Metadata Label Value
Author(s): Malamud, Semen Mark
Publisher: ETH
Citation:

Malamud, Semen Mark. Asset pricing for idiosyncratically incomplete markets. ETH (2006). http://dx.doi.org/10.3929/ethz-a-005287087

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (139.29KB)
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Detailed Information

Metadata Description
Title Asset pricing for idiosyncratically incomplete markets
Author(s) Malamud, Semen Mark
Publication Place Zürich
Publisher ETH
Publication Date 2006
Notes Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 16651, 2006
Language English
DOI http://dx.doi.org/10.3929/ethz-a-005287087
Subject(s) Operations Research
Keyword(s) ECONOMIC UNCERTAINTY
ECONOMIC RISK
CAPITAL ASSET PRICING MODELS
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY
STOCHASTIC MODELS
STOCHASTIC SIMULATION
PROBABILITY THEORY
Description File Name MIME Type Size
Abstract   eth-29161-01.pdf application/pdf 139.29KB
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E-Collection record created: Sat, 19 Apr 2008, 04:31:27 CET