Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance /
This book considers the impact of incomplete information and heterogeneous beliefs on investor's optimal portfolio and consumption behavior and equilibrium asset prices. After a brief review of the existing incomplete information literature, the effect of incomplete information on investors...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2003.
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| Series: | Springer finance.
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| Online Access: | Connect to the full text of this electronic book |
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