Asset pricing with stochastic differential utility
By: by Darrell Duffie, Larry G. Epstein.
Contributors: Epstein, Larry G.; University of Toronto. Dept. of Economics.; University of Toronto. Institute for Policy Analysis.
Series: Working paper series -- no. 9122.; Working paper series (University of Toronto. Institute for Policy Analysis) -- no. 9122.
Publisher: Dept. of Economics and Institute for Policy Analysis, University of Toronto
Published: 1991
Place of publication: Toronto
Language: eng
Number of pages: 27
Subjects: Capital assets pricing model.; Utility theory -- Mathematical models.; Securities -- Mathematical models.
Notes: Includes bibliographical references.