Asset pricing with jump-diffusion permanent income shocks
Year of publication: |
2002
|
---|---|
Authors: | Freeman, Mark |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 77.2002, 1, p. 1-8
|
Subject: | CAPM | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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