A note on the risk-premium process in an equilibrium
Year of publication: |
2008
|
---|---|
Authors: | Sekine, Jun |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 7, p. 705-716
|
Subject: | Risikoprämie | Risk premium | Kapitalmarkttheorie | Financial economics |
-
The side effects of safe asset creation
Acharya, Sushant, (2018)
-
Factor models, machine learning, and asset pricing
Giglio, Stefano, (2022)
-
Clustering-based sector investing
Bagnara, Matteo, (2023)
- More ...
-
Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates
Hata, Hiroaki, (2006)
-
A one-factor conditionally linear commodity pricing model under partial information
Kato, Takashi, (2014)
-
Long-term optimal portfolios with floor
Sekine, Jun, (2012)
- More ...