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dc.contributor.authorHeyerdahl-Larsen, Christian
dc.date.accessioned2011-12-05T11:26:49Z
dc.date.available2011-12-05T11:26:49Z
dc.date.issued2009
dc.identifier.isbn978-83-7042-948-5
dc.identifier.issn1502-2099
dc.identifier.urihttp://hdl.handle.net/11250/94376
dc.description.abstractThis dissertation consists of three papers; 'Asset Prices and Real Exchange Rates with Deep Habits', 'Financial Market Completeness in Multi-Good Economies' and 'Correlations'. The rest of the section is organized as follows. I first discuss the common feature of the papers, namely agent heterogeneity and multiple risky assets. I then briefly discuss the main results in each of the papers.no_NO
dc.language.isoengno_NO
dc.publisherHandelshøyskolen BIno_NO
dc.relation.ispartofseriesSeries of Dissertations;5/2009
dc.titleAsset pricing with multiple assets and goodsno_NO
dc.typeDoctoral thesisno_NO
dc.source.pagenumber133 s.no_NO


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  • Series of Dissertations [88]
    This collection contains doctoral dissertations in full text (monographs), and article based dissertations' mantels since the start of BI's doctoral programme in 2000.

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