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LeRoy S., Werner J. Principles of financial economics

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LeRoy S., Werner J. Principles of financial economics
University of Minnesota, 2000.
I Equilibrium and Arbitrage
1 Equilibrium in Security Markets
2 Linear Pricing
3 Arbitrage and Positive Pricing
4 Portfolio Restrictions
II Valuation
5 Valuation
6 State Prices and Risk-Neutral Probabilities
7 Valuation under Portfolio Restrictions
III Risk
8 Expected Utility
9 Risk Aversion
10 Risk
IV Optimal Portfolios
V Equilibrium Prices and Allocations
VI Mean-Variance Analysis
VII Multidate Security Markets
VIII Martingale Property of Security Prices
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