Ambiguous volatility and asset pricing in continuous time
Year of publication: |
2013
|
---|---|
Authors: | Epstein, Larry G. ; Ji, Shaolin |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 7, p. 1740-1786
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Risikoaversion | Risk aversion | Nutzen | Utility | CAPM | Theorie | Theory |
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