FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba
CHAPTER 3
Capital Growth Theory
N.H. Hakansson and W.T. Ziemba
1. Introduction*
2. Origins of the model
3. The model and its basic properties
4. Conditions for capital growth
5. Relationship to other long-run investment models
6. Relationship to intertemporal consumption-investment models
7. Growth vs. security
8. Applications
9. Summary
References
* The first two pages of the chapters are available as PDF file.
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