Asset Pricing Theory

Arjun K. Gupta (), Wei-Bin Zeng () and Yanhong Wu ()
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Arjun K. Gupta: Bowling Green State University, Department of Mathematics and Statistics
Wei-Bin Zeng: University of Louisville, Department of Mathematics
Yanhong Wu: California State University Stanislaus, Department of Mathematics

Chapter Chapter 10 in Probability and Statistical Models, 2010, pp 199-219 from Springer

Abstract: Abstract 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.

Keywords: Risk Aversion; Stock Price; Asset Price; Option Price; Hedge Fund (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-8176-4987-6_10

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DOI: 10.1007/978-0-8176-4987-6_10

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