Risk Pricing over Alternative Investment Horizons
Year of publication: |
2012
|
---|---|
Authors: | Hansen, Lars Peter |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Risiko | Risk | Anlageverhalten | Behavioural finance | CAPM |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 19, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2102848 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Risk pricing over alternative investment horizons
Hansen, Lars Peter, (2013)
-
The possibilities and consequences of investment decisions by stepwise optimization
Okunevičiūtė Neverauskienė, Laima, (2022)
-
Do recent stochastic tools help to better understand investors' preference and asset allocation?
Ciupac-Ulici, Maria-Lenuţa, (2014)
- More ...
-
Consumption, asset markets and macroeconomic fluctuations
Hansen, Lars Peter, (1982)
-
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav, (2011)
-
Recursive robust estimation and control without commitment
Hansen, Lars Peter, (2005)
- More ...