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Dynamic Asset Pricing Theory | Princeton University Press。Amazon.com: Dynamic Asset Pricing Theory. Second edition。Amazon.com: Dynamic Asset Pricing Theory, Third Edition。千葉県産 新米 2024年産コシヒカリ 正味白米2kg 冷めても美味しいお米。Capital asset pricing model - Wikipedia。Darrell DuffieThis is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium. These results are unified with two key concepts, state prices and martingales. Technicalities are given relatively little emphasis, so as to draw connections between these concepts and to make plain the similarities between discrete and continuous-time models.