Equilibrium pricing in the presence of cumulative dividends following a diffusion
Year of publication: |
2002
|
---|---|
Authors: | Aase, Knut K. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 12.2002, 3, p. 173-198
|
Subject: | CAPM | Aktienmarkt | Stock market | Dividende | Dividend | Theorie | Theory | Gleichgewichtsmodell | Equilibrium model |
-
Risks for the long run : a potential resolution of asset pricing puzzles
Bansal, Ravi, (2000)
-
Dividend sensitivity to economic factors, stock valuation, and long-run risk
Bergeron, Claude, (2013)
-
Ausschüttungsverhalten von Aktiengesellschaften, Besteuerung und Kapitalmarktgleichgewicht
König, Rolf Jürgen, (1990)
- More ...
-
Recursive utility using the stochastic maximum principle
Aase, Knut K., (2016)
-
The optimal spending rate versus the expected real return of a sovereign wealth fund
Aase, Knut K., (2021)
-
Existence and uniqueness of equilibrium in a reinsurance syndicate
Aase, Knut K., (2008)
- More ...