Similar Search Results

Mean variance preferences, expectations formation, and the dynamics of random asset prices

Böhm, Volker; Chiarella, Carl - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 61-97

Persistent link: https://www.econbiz.de/10002582956

Mean variance preferences, expectations formation, and the dynamics of random asset prices

Böhm, Volker; Chiarella, Carl - 2000

Persistent link: https://www.econbiz.de/10013385379

Ambiguity and asset pricing : an empirical investigation for an emerging market

Sahin, Baki Cem; Danışoğlu, Seza - In: International review of financial analysis 84 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013472710

The influence of heterogeneous preferences on asset prices in an incomplete market model

Niehaus, Frank - 2001

In this paper, we examine an exchange economy with a financial market composed of three assets: a share of a stock, an European call option written on the stock, and a riskless bond. The financial market is assumed to be incomplete and the option is not a redundant asset. In such a case the...

Persistent link: https://www.econbiz.de/10011526229