Continuous time production economies under incomplete information I : a separation theorem
By: by Gerard Gennotte.
Contributors: Sloan School of Management.
Series: Working paper / Alfred P. Sloan School of Management -- No. 1612-, 84; Working paper (Sloan School of Management) -- 1612-84.
Publisher: Massachusetts Institute of Technology
Published: 1984
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 43
Subjects: Capital assets pricing model.; Arbitrage.