Aggregation of preferences for skewed asset returns
Fousseni Chabi-Yo; Dietmar P. J. Leisen; Eric Renault
| Year of publication: |
2014
|
|---|---|
| Authors: | Chabi-Yo, Fousseni ; Leisen, Dietmar ; Renault, Eric |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 154.2014, p. 453-489
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| Subject: | Skewness | Portfolio | Aggregation | Stochastic discount factor | Polynomials of pricing factors | Market return | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Diskontierung | Discounting | Kapitalmarktrendite | Capital market returns | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Risikoprämie | Risk premium |
| 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://ebvufind01.dmz1.zbw.eu/10010481322