File Name |
Description |
FT_Ch01.pdf |
Preference Representation and Risk Aversion |
FT_Ch02.pdf |
Stochastic Dominance |
FT_Ch03.pdf |
Math of the portfolio frontier |
FT_Ch04.pdf |
Two Fund Separation and CAPM |
FT_Ch05.pdf |
Allocative Efficiency and the Valuation of
State Contingent Securities |
FT_Ch06.pdf |
Valuation of Complex Securities and Options
with Preference Restrictions |
FT_Ch07.pdf |
Multiperiod Securities Markets I:
Equilibrium Valuation |