Asset prices with locally constrained-entropy recursive multiple-priors utility
Year of publication: |
2008
|
---|---|
Authors: | Sbuelz, Alessandro ; Trojani, Fabio |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 11, p. 3695-3717
|
Subject: | CAPM | Nutzentheorie | Utility theory |
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