Asset returns and state-dependent risk preferences
Year of publication: |
2004
|
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Authors: | Gordon, Stephen F. ; St.-Amour, Pascal |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 22.2004, 3, p. 241-252
|
Subject: | CAPM | Bayes-Statistik | Bayesian inference | Risikoaversion | Risk aversion | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | USA | United States |
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