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Titlebook: Economic Foundation of Asset Price Processes; Erik Lüders Book 2004 Springer-Verlag Berlin Heidelberg 2004 Arbitrage.Asset Pricing.Financi

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樓主: 母牛膽小鬼
11#
發(fā)表于 2025-3-23 13:01:25 | 只看該作者
12#
發(fā)表于 2025-3-23 16:29:04 | 只看該作者
13#
發(fā)表于 2025-3-23 18:31:11 | 只看該作者
H. Gülker,H. Heuer,J. Thale,M. Meyeret prices We will now review the empirical and theoretical literature on asset pricing The implications for the information process and the pricing kernel will be emphasised The aim of this chapter is to summarise the main empirical and theoretical results in order to point out still open questions
14#
發(fā)表于 2025-3-23 23:44:42 | 只看該作者
https://doi.org/10.1007/978-3-642-72388-9sis as general as possible and therefore we avoid a parameterization of the pricing kernel The results are thus purely qualitative, a quantification of the implications is presented in the following chapter.
15#
發(fā)表于 2025-3-24 04:36:09 | 只看該作者
Friedrich Strian,Manfred Haslbeck others has imposed further restrictions on asset price processes than just the absence of arbitrage possibilities Viable asset prices in their sense imply a path-independent pricing kernel While this class of asset prices is still large, it is hard to find analytical solutions for these processes u
16#
發(fā)表于 2025-3-24 07:45:32 | 只看該作者
17#
發(fā)表于 2025-3-24 13:32:35 | 只看該作者
https://doi.org/10.1007/3-540-30811-3ternatives to the empirically motivated time-series models The analysis is based on the fact that asset prices are completely determined by the information process and the pricing kernel The information process may be interpreted as characterizing a representative investor’s expectations while the p
18#
發(fā)表于 2025-3-24 14:49:30 | 只看該作者
19#
發(fā)表于 2025-3-24 21:49:04 | 只看該作者
20#
發(fā)表于 2025-3-24 23:37:33 | 只看該作者
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