Time-Varying Beta : A Boundedly Rational Equilibrium Approach
Year of publication: |
2010
|
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Authors: | Chiarella, Carl |
Other Persons: | Dieci, Roberto (contributor) ; He, Xuezhong (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Theorie | Theory | CAPM | Begrenzte Rationalität | Bounded rationality | Kapitaleinkommen | Capital income | Risiko | Risk |
Extent: | 1 Online-Ressource (31 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1695334 [DOI] |
Classification: | G12 - Asset Pricing ; D84 - Expectations; Speculations |
Source: | ECONIS - Online Catalogue of the ZBW |
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