Dynamic spanning in the consumption-based capital asset pricing model
Year of publication: |
2000
|
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Authors: | Christensen, Peter Ove ; Graversen, Svend Erik ; Miltersen, Kristian R. |
Published in: |
European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 4.2000, 2, p. 129-156
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Subject: | CAPM | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory |
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