Ambiguous volatility and asset pricing in continuous time
Larry G. Epstein; Shaolin Ji
| Year of publication: |
2013
|
|---|---|
| Authors: | Epstein, Larry G. ; Ji, Shaolin |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 7, p. 1740-1786
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Risikoaversion | Risk aversion | Nutzen | Utility | CAPM | Theorie | Theory |
| 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/10009778359