Equilibrium Asset Pricing Based on the “Real” Consumption
博士 === 國立政治大學 === 財務管理研究所 === 96 === This thesis derives an inter-temporal asset pricing model in a real-term, continuous-time model with uncertain consumption-goods prices and uncertain investment opportunity. When the inflation-indexed securities are available, a three-factor asset pricing model...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42229760534566356531 |