Scholars@Duke
Douglas T. Breeden

Douglas T. Breeden

William W. Priest, Jr., Distinguished Professor of Business Administration in the Fuqua School of Business
Fuqua School of Business
doug.breeden@duke.edu
Duke Box 90120, Durham, NC 27708-0120
425W Fuqua Sch of Bus, 100 Fuqua Drive, Durham, NC 27708

Scholarly Works - Book sections

Intertemporal Portfolio Theory and Asset Pricing

Book section · January 1, 2018 The intent of this entry is to present intertemporal portfolio theory and asset pricing models, to explain their results and to illustrate the differences between multiperiod and single-period models. To appreciate intertemporal portfolio theory and asset ... Full text Cite

An intertemporal asset pricing model with stochastic consumption and investment opportunities

Book section · January 1, 2005 This paper derives a single-beta asset pricing model in a multi-good, continuous-time model with uncertain consumption-goods prices and uncertain investment opportunities. When no riskless asset exists, a zero-beta pricing model is derived. Asset betas are ... Full text Cite