Asset pricing with loss aversion
Year of publication: |
2008
|
---|---|
Authors: | Grüne, Lars ; Semmler, Willi |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 10, p. 3253-3274
|
Subject: | Stochastisches Wachstumsmodell | Stochastic growth model | CAPM | Mathematische Optimierung | Mathematical programming | Risikoaversion | Risk aversion | Theorie | Theory |
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