A jump model for fads in asset prices under asymmetric information
Winston Buckley; Hongwei Long; Sandun Perera
| Year of publication: |
2014
|
|---|---|
| Authors: | Buckley, Winston ; Long, Hongwei ; Perera, Sandun |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 236.2014, 1 (1.7.), p. 200-208
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| Subject: | Asset pricing | Asymmetric information | Fads | Instantaneous centralized moments of return | Lévy jump markets | Logarithmic utilities | Asymmetrische Information | Theorie | Theory | CAPM | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010361742