A rational anticipations general equilibrium asset pricing model
Subtitle: the case of diffusion information
By: by Chi-fu Huang.
Contributors: Sloan School of Management.
Series: Working paper / Alfred P. Sloan School of Management -- WP#1553-84; Working paper (Sloan School of Management) -- 1553-84.
Publisher: Massachusetts Institute of Technology
Published: 1983
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 54
Subjects: Martingales (Mathematics); Economics -- Mathematical models.