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Haas Finance Prelims

Monday, June 4, 2007

The Revenue Equivalence Theorem

What are the conditions needed for the revenue equivalence theorem to hold in the Common Values case?
Posted by Barney Hartman-Glaser at 1:44 PM

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Blog Archive

  • ▼  2007 (23)
    • ▼  June (11)
      • Outstanding questions
      • Market Efficiency and the Expectations Hypothesis
      • B&S and CAPM Redux
      • Investment-cash flow sensitivity
      • Over(under) stated estimates/t-stats
      • Complete Markets with BM
      • Two Fund Risky Separation
      • The Revenue Equivalence Theorem
      • Heterogenous Beliefs, Short Selling Constraints, a...
      • SDF, State prices and the Radon-Nikodym derivative
      • A Question about Brownian Motion
    • ►  May (12)

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