The risk of financial assets and the volatility of their equilibrium prices when agents have non-time-separable preferences
by Burkhard Drees ; Bernhard Eckwert
| Year of publication: |
1990
|
|---|---|
| Authors: | Drees, Burkhard ; Eckwert, Bernhard |
| Institutions: | Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn (contributor) ; Deutsche Forschungsgemeinschaft (contributor) |
| Publisher: |
Bonn : Univ. |
| Subject: | Volatilität | Volatility | Theorie | Theory | CAPM |
| Extent: | 17 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / A. - Bonn : Sonderforschungsbereich 303, ZDB-ID 53360-9. - Vol. 285 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000789283