THE INTEGRABILITY PROBLEM OF ASSET PRICES

被引：10
|
作者：
WANG, SS
机构：
[1] Department of Economics, Concordia University, Montreal
来源：
JOURNAL OF ECONOMIC THEORY | 1993年 / 59卷 / 01期
关键词：
D O I：
10.1006/jeth.1993.1013
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In a dynamic continuous-time stochastic environment, given a well-behaved asset price, a non-decreasing and concave utility function that reproduces the asset price in the rational expectations equilibrium can be identified. Journal of Economic Literature Classification Numbers: D11, G12, C60, D50, D80. © 1993 Academic Press, Inc.
引用
收藏
页码：199 / 213
页数：15
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