Asset pricing with a forward-backward stochastic differential utility
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 |
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