Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance - Springer Finance - Alexandre C. Ziegler - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642055676 - October 21, 2010
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Alexandre C. Ziegler
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance - Springer Finance Softcover reprint of hardcover 1st ed. 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.

211 pages, 8 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 21, 2010
ISBN13 9783642055676
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 198
Dimensions 155 × 235 × 11 mm   ·   303 g
Language German  

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