How do investors' expectations drive asset prices?
Year of publication: |
2001
|
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Authors: | Lüders, Erik ; Peisl, Bernhard |
Publisher: |
Mannheim : Zentrum für Europäische Wirtschaftsforschung (ZEW) |
Subject: | Börsenkurs | Mikrostrukturanalyse | Anlageverhalten | Erwartungstheorie | Information | Stochastischer Prozess | Optionspreistheorie | Theorie | Backward stochastic differentials equation | backward stochastik differential equtations | information processes | pricing kernel |
Series: | ZEW Discussion Papers ; 01-15 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 856096865 [GVK] hdl:10419/24435 [Handle] RePEc:zbw:zewdip:5370 [RePEc] |
Classification: | C69 - Mathematical Methods and Programming. Other ; G12 - Asset Pricing |
Source: |
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How do investors' expectations drive asset prices?
Lüders, Erik, (2001)
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On the relationship of information processes and asset price processes
Lüders, Erik, (2000)
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How do investors' expectations drive asset prices?
Lüders, Erik, (2001)
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On the Relationship of Information Processes and Asset Price Processes
Lüders, Erik, (2000)
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How do investors' expectations drive asset prices?
Lüders, Erik, (2001)
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On the relationship of information processes and asset price processes
Lüders, Erik, (2000)
- More ...