General Equilibrium Foundations of Finance : Structure of Incomplete Markets Models /

The purpose of General Equilibrium Foundations of Finance is to give a sound economic foundation of finance based on the general equilibrium model with incomplete markets which embodies the famous CAPM as an important special case. This goal is achieved by giving reasonable restrictions on the agent...

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Bibliographic Details
Main Author: Hens, Thorsten
Corporate Author: SpringerLink (Online service)
Other Authors: Pilgrim, Beate
Format: eBook
Language:English
Published: Boston, MA : Springer US, 2002.
Series:Theory and decision library. Game theory, mathematical programming, and operations research ; 33.
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Call Number: HB1-846.8
 
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