Asset prices under prospect theory and habit formation
Year of publication: |
2005
|
---|---|
Authors: | Hung, Mao-Wei ; Wang, Jr-Yan |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 8.2005, 1, p. 1-29
|
Subject: | CAPM | Prospect Theory | Prospect theory | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Theorie | Theory |
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