Asset Pricing Theory



An investor must decide how much to save and how much to consume, and what portfolio of assets to hold. In this chapter, we shall introduce the basic theory of asset pricing and portfolio management in the discrete time case.


Risk Aversion Stock Price Asset Price Option Price Hedge Fund 
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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsBowling Green State UniversityBowling GreenUSA
  2. 2.Department of MathematicsUniversity of LouisvilleLouisvilleUSA
  3. 3.Department of MathematicsCalifornia State University StanislausTurlockUSA

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