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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance - Springer Finance Alexandre C. Ziegler 2003 edition
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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance - Springer Finance
Alexandre C. Ziegler
After a brief review of the existing incomplete information literature, the effect of incomplete information on investors' exptected utility, risky asset prices, and interest rates is described. It is demonstrated that increasing the quality of investors' information need not increase their expected utility and the prices of risky assets.
198 pages, 8 black & white tables, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2003. gada 26. februāris |
| ISBN13 | 9783540003441 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 198 |
| Izmēri | 155 × 235 × 14 mm · 426 g |
| Valoda | Angļu Vācu |
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