Asset Pricing and Portfolio Choice Theory Edition 1 by Kerry Back 9780195380613 Hardcover

Continuous‐time filtering is explained, including the Kalman filter and filtering for a Markov chain with hidden states. Filtering theory is applied to analyze portfolio choice and equilibrium asset prices. When…

Continuer la lectureAsset Pricing and Portfolio Choice Theory Edition 1 by Kerry Back 9780195380613 Hardcover