Asset pricing with a forward-backward stochastic differential utility
Fabio Antonelli; Emilio Barucci; Maria Elvira Mancino
| Year of publication: |
2001
|
|---|---|
| Authors: | Antonelli, Fabio ; Barucci, Emilio ; Mancino, Maria Elvira |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 72.2001, 2, p. 151-157
|
| Subject: | CAPM | Risikoprämie | Risk premium | Erwartungsnutzen | Expected utility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001589220