作者betray911015 (回頭太難)
看板Economics
標題[討論] lucas的資產訂價模型
時間Sun Mar 15 22:48:33 2009
聽老師說過,但我不知道什麼是lucas的資產訂價模型,
而裡頭的ljungqvist and sargentꄊ上網找過也沒有找不到關於這類的書
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※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 122.116.138.60
1F:推 youngsam:Lucas(1978) Asset Prices in an140.112.211.236 03/16 00:00
2F:→ youngsam:Exchange Economy Econometrica 46(6)140.112.211.236 03/16 00:01
3F:→ youngsam:ljungqvist and sargent 指的是一本書嗎140.112.211.236 03/16 00:02
4F:→ youngsam:書名是recursive macroeconomic theory140.112.211.236 03/16 00:03
5F:→ youngsam:裡面有一章專門討論 asset pricing140.112.211.236 03/16 00:03
6F:推 bearching:CAPM? 203.73.247.9 03/16 00:04
7F:推 s3011:應該就是一樓說的那篇 208.58.104.183 03/16 02:59
8F:→ s3011:另可搜尋consumption-based CAPM 208.58.104.183 03/16 02:59
9F:→ betray911015:謝謝大家 122.116.138.60 03/16 09:46