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CAPM
Theorie
66
Theory
66
Equity premium puzzle
19
Equity-Premium-Puzzle
19
Insider trading
16
recursive utility
15
Risikoprämie
14
Risk premium
14
Insiderhandel
13
Time consistency
11
Zeitkonsistenz
11
Stochastic process
9
Stochastischer Prozess
9
The equity premium puzzle
9
the stochastic maximum principle
9
Asymmetric information
8
Asymmetrische Information
8
Lebensversicherung
8
Nutzenfunktion
8
Option pricing theory
8
Optionspreistheorie
8
Portfolio selection
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Portfolio-Management
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Utility function
8
Erwartungsnutzen
7
Expected utility
7
Life insurance
7
Risikoaversion
7
Risk aversion
7
Lebenszyklus
6
Life cycle
6
Private Altersvorsorge
6
Private retirement provision
6
Economics of insurance
5
Equilibrium model
5
Gleichgewichtsmodell
5
Insurance
5
Noise Trading
5
Noise trading
5
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Article
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Graue Literatur
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Non-commercial literature
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15
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English
28
Undetermined
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Aase, Knut K.
29
Bjuland, Terje
2
Oksendal, Bernt
2
Øksendal, Bernt K.
2
Berglund, Tom
1
Jennergren, Lars Peter
1
Lillestøl, Jostein
1
Persson, Svein-Arne
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
1
Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
1
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Discussion paper / Department of Business and Management Science
14
NHH Dept. of Business and Management Science Discussion Paper
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
NHH Dept. of Finance & Management Science Discussion Paper
3
Working paper
2
Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
1
Oberwolfach
1
Scandinavian journal of management
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
28
RePEc
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1
On the consistency of the Lucas pricing formula
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003683282
Saved in:
2
The equity premium in a production economy : a new perspective involving recursive utility
Aase, Knut K.
-
2015
Persistent link: https://www.econbiz.de/10010515217
Saved in:
3
Recursive utility and jump-diffusions
Aase, Knut K.
-
2015
Persistent link: https://www.econbiz.de/10010515237
Saved in:
4
Recursive utility and jump-diffusions
Aase, Knut K.
-
2014
Persistent link: https://www.econbiz.de/10010336433
Saved in:
5
What puzzles? : new insights in asset pricing
Aase, Knut K.
-
2012
Persistent link: https://www.econbiz.de/10009676116
Saved in:
6
On the consistency of the Lucas pricing formula
Aase, Knut K.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003209490
Saved in:
7
Using option pricing theory to infer about equity premiums
Aase, Knut K.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003209519
Saved in:
8
The perpetual American put option for jump-diffusions with applications
Aase, Knut K.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003209529
Saved in:
9
Equilibrium pricing in the presence of cumulative dividends following a diffusion
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001686364
Saved in:
10
A jump diffusion consumption-based capital asset pricing model and the equity premium puzzle
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 65-84
Persistent link: https://www.econbiz.de/10001333353
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