Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance - Springer Finance - Alexandre C. Ziegler - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540003441 - February 26, 2003
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Alexandre C. Ziegler
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance - Springer Finance 2003 edition

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After a brief review of the existing incomplete information literature, the effect of incomplete information on investors' exptected utility, risky asset prices, and interest rates is described. It is demonstrated that increasing the quality of investors' information need not increase their expected utility and the prices of risky assets.

198 pages, 8 black & white tables, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 26, 2003
ISBN13 9783540003441
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 198
Dimensions 155 × 235 × 14 mm   ·   426 g
Language English   German  

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