A prototype model of speculative dynamics with position-based trading
Year of publication: |
2009
|
---|---|
Authors: | Franke, Reiner |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 33.2009, 5, p. 1134-1158
|
Subject: | CAPM | Risikoaversion | Risk aversion | Theorie | Theory |
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