Incomplete continuous-time securities markets with stochastic income volatility
Year of publication: |
2014
|
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Authors: | Christensen, Peter Ove ; Larsen, Kasper |
Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 4.2014, 2, p. 247-285
|
Subject: | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Theorie | Theory |
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