Lee, Cheng-Few; Lee, Jack C.; Ni, H.F.; Wu, C.C. - In: Review of Quantitative Finance and Accounting 22 (2004) 4, pp. 331-344
The Journal of Finance has published an important paper entitled "A Simple Econometric Approach for Utility-Based Asset Pricing Model" by Brown and Gibbon (1985). The main purpose of this paper is to extend the research of Brown and Gibbons (1985) and Karson, Cheng and Lee (1995) in estimating...