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Asset Pricing for Dynamic Economies
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Table of Contents

List of figures; List of tables; Preface; Part I. Basic Concepts: 1. Complete contingent claims; 2. Arbitrage and asset valuation; 3. Expected utility; 4. CAPM and APT; 5. Consumption and saving; Part II. Recursive Models: 6. Dynamic programming; 7. Intertemporal risk sharing; 8. Consumption and asset pricing; 9. Nonseparable preferences; 10. Economies with production; 11. Investment; 12. Business cycles; Part III. Monetary and International Models: 13. Models with money; 14. International models; Part IV. Models with Market Incompleteness: 15. Asset pricing with frictions; 16. Borrowing constraints; 17. Overlapping generations models; Part V. Supplementary Material: A. Mathematical appendix; References; Index.

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An introduction to general equilibrium modeling in macroeconomics and finance with an emphasis on asset pricing phenomena.

About the Author

Sumru Altug is Professor of Economics at Koc University, Istanbul, and Research Fellow on the International Macroeconomics Programme at the Centre for Economic Policy Research (CEPR), London. Pamela Labadie is Professor of Economics at George Washington University, Washington DC.

Reviews

'The team of Altug and Labadie have produced another superb book. Their first book sits on my book shelf where it is easy to reach. This second one will too.' William A. Brock, Professor of Economics, University of Wisconsin - Madison

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