ELW pricing kernel and empirical risk aversion
Jun Sik Kim, Hyeyoen Kim and Doojin Ryu
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Jun Sik ; Kim, Hyeyoen ; Ryu, Doojin |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 4/6, p. 372-376
|
| Subject: | pricing kernel | risk aversion | ELW | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Core | Optionspreistheorie | Option pricing theory | Präferenztheorie | Theory of preferences |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010413719