Continuous-time capital asset pricing model.
This thesis studies the equilibrium behavior of continuous-time capital markets with various market assumptions. These assumptions include different settings of the investment opportunity set and consideration of the variability of the number of shares outstanding of stocks and the investment horizo...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2003
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| Online Access: | http://library.cuhk.edu.hk/record=b6073946 http://repository.lib.cuhk.edu.hk/en/item/cuhk-343376 |