On equilibrium asset price processes
Year of publication: |
1993
|
---|---|
Authors: | He, Hua |
Other Persons: | Leland, Hayne Ellis (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 6.1993, 3, p. 593-617
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Nutzen | Utility | Theorie | Theory |
-
International portfolio diversification with generalized expected utility preferences
Aizenman, Joshua, (1997)
-
A statistical inquiry into the plausibility of recursive utility
Gallant, A. Ronald, (2007)
-
Fisher, Mark, (1999)
- More ...
-
Low margins, derivative securities, and volatility
Gennotte, Gerard, (1993)
-
Leland, Hayne Ellis, (2007)
-
Comments on "Hedging errors with Leland's option model in the presence of transaction costs"
Leland, Hayne Ellis, (2007)
- More ...