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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
31#
發(fā)表于 2025-3-26 23:08:48 | 只看該作者
32#
發(fā)表于 2025-3-27 01:58:06 | 只看該作者
Arbitrage-Free Markets and the Pricing Kernel,ing, it seems obvious that such possibilities should be rare in financial markets. Thus, our theoretical approach assumes that markets are arbitrage-free For the technical definition of arbitrage-free markets let us first introduce the market setting.
33#
發(fā)表于 2025-3-27 05:39:21 | 只看該作者
34#
發(fā)表于 2025-3-27 09:44:23 | 只看該作者
Literature Review,et 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
35#
發(fā)表于 2025-3-27 17:34:00 | 只看該作者
36#
發(fā)表于 2025-3-27 20:42:24 | 只看該作者
37#
發(fā)表于 2025-3-27 23:49:02 | 只看該作者
38#
發(fā)表于 2025-3-28 04:11:33 | 只看該作者
Summary,ternatives 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
39#
發(fā)表于 2025-3-28 10:18:46 | 只看該作者
40#
發(fā)表于 2025-3-28 13:26:01 | 只看該作者
The Information Process, flows In our model, where no divIDends are paID until the terminal date ., the relevant information is the (exogenous) distribution of the terminal value This information can be modeled by the so-called information process. Generally, the information process . is defined as . where . = . = . is the
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