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About Problem2 2017
This document contains a problem set assigned by Professor John Heaton for his asset pricing class at the University of Chicago Booth School of Business. The problem set includes several questions regarding asset pricing models involving stochastic processes for prices and consumption, utility functions, and Markov chain models of consumption growth. Students are asked to derive expressions for quantities like instantaneous rates of return, discount factors, expected returns, and asset prices as functions of the parameters in each model. The problem set is due on October 19 before class.
Detailed Information
| Author: | ['a'] |
|---|---|
| Publication Year: | 2017 |
| Pages: | 3 |
| Language: | English |
| Format: | |
| Price: | FREE |
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