Book contents
- Frontmatter
- Contents
- Foreword
- Preface
- Part One Equilibrium and Arbitrage
- 1 Equilibrium in Security Markets
- 2 Linear Pricing
- 3 Arbitrage and Positive Pricing
- 4 Portfolio Restrictions
- Part Two Valuation
- Part Three Risk
- Part Four Optimal Portfolios
- Part Five Equilibrium Prices and Allocations
- Part Six Mean-Variance Analysis
- Part Seven Multidate Security Markets
- Part Eight Martingale Property of Security Prices
- Index
2 - Linear Pricing
Published online by Cambridge University Press: 05 September 2012
- Frontmatter
- Contents
- Foreword
- Preface
- Part One Equilibrium and Arbitrage
- 1 Equilibrium in Security Markets
- 2 Linear Pricing
- 3 Arbitrage and Positive Pricing
- 4 Portfolio Restrictions
- Part Two Valuation
- Part Three Risk
- Part Four Optimal Portfolios
- Part Five Equilibrium Prices and Allocations
- Part Six Mean-Variance Analysis
- Part Seven Multidate Security Markets
- Part Eight Martingale Property of Security Prices
- Index
Summary
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- Type
- Chapter
- Information
- Principles of Financial Economics , pp. 15 - 21Publisher: Cambridge University PressPrint publication year: 2000