Empirical pricing kernels and investor preferences
Year of publication: |
2007
|
---|---|
Authors: | Detlefsen, Kai ; Härdle, Wolfgang ; Moro, Rouslan A. |
Publisher: |
Berlin : Humboldt-Univ., SFB 649 |
Subject: | Nutzenfunktion | Preisbildung | Risikoaversion | Modell |
Extent: | 33 S. : graph. Darst. |
---|---|
Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2007,17 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Methoden und Techniken der Volkswirtschaft |
Source: |
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