Heterogeneity of Investors and Asset Pricing in a Risk-Value World
| Year of publication: |
2001-08-09
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|---|---|
| Authors: | Franke, Günter ; Weber, Martin |
| Institutions: | Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften |
| Subject: | Decision Making Under Risk | Asset Pricing | Convexity of Pricing Kernel | Heterogeneity of Investors |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | German |
| Notes: | Number 01-08 50 pages |
| Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005562304