General Equilibrium Foundations of Finance : Structure of Incomplete Markets Models / by Thorsten Hens, Beate Pilgrim.

The purpose of General Equilibrium Foundations of Finance is to give a sound economic foundation of finance based on the general equilibrium model with incomplete markets which embodies the famous CAPM as an important special case. This goal is achieved by giving reasonable restrictions on the agent...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Hens, Thorsten
Other Authors:	Pilgrim, Beate
Format:	eBook
Language:	English
Published:	Boston, MA : Springer US, 2002.
Series:	Theory and decision library. Game theory, mathematical programming, and operations research ; 33.
Subjects:	Economics. International economic relations. Microeconomics.