A simple theory of asset pricing under model uncertainty
Leonid Kogan and Tan Wang
| Year of publication: |
Mar. 2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Kogan, Leonid (contributor) ; Wang, Tan (contributor) |
| Institutions: | University of British Columbia / Finance Division (contributor) |
| Publisher: |
Vancouver, British Columbia : UBC Finance Div. |
| Subject: | CAPM | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Finanzanalyse | Financial analysis | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price |
| Extent: | Online Ressource, 28 p. = 452 KB, text ill |
|---|---|
| Series: | Finance working papers. - Vancouver, ZDB-ID 2753199-5. - Vol. 02,4 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Record-last-verified: 16-06-03 Gesamttitel von der Homepage Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001714112