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~isPartOf:"Journal of economic dynamics & control"
~person:"Dupoyet, Brice V."
~subject:"CAPM"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Sammelwerk"
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Asset pricing with incomplete information and fat tails
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
;
McCulloch, J. …
- In:
Journal of economic dynamics & control
33
(
2009
)
6
,
pp. 1314-1331
Persistent link: https://www.econbiz.de/10003844236
Saved in:
2
The impact of fat tails on equilibrium rates of return and term premia
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 887-905
Persistent link: https://www.econbiz.de/10003421631
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