On the consequences of state-dependent preferences for the princing of financial assets
Year of publication: |
2003
|
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Authors: | Danthine, Jean-Pierre ; Donaldson, John B. ; Giannikos, Christos ; Guirguis, Hany S. |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | CAPM | Risikoprämie | Risk premium | Erwartungsnutzen | Expected utility | Theorie | Theory |
Extent: | 33 S |
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Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 3697 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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