Asset Pricing with Long Run Risk and Stochastic Differential Utility : An Analytic Approach
Year of publication: |
2009
|
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Authors: | Chen, Yu |
Other Persons: | Cosimano, Thomas F. (contributor) ; Himonas, Alex A. (contributor) ; Kelly, Peter (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Risiko | Risk |
Extent: | 1 Online-Ressource (71 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 6, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1502968 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques ; D51 - Exchange and Production Economies |
Source: | ECONIS - Online Catalogue of the ZBW |
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