On a simple econometric approach for utility-based asset pricing model
Year of publication: |
2004
|
---|---|
Authors: | Lee, Cheng F. ; Lee, Jack C. ; Ni, H. F. ; Wu, C. C. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 22.2004, 4, p. 331-344
|
Subject: | CAPM | Nutzenfunktion | Utility function |
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