Asset demand based tests of expected utility maximization
by Felix Kubler, Larry Selden, and Xiao Wei
| Year of publication: |
2014
|
|---|---|
| Authors: | Kubler, Felix ; Selden, Larry ; Wei, Xiao |
| Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 104.2014, 11, p. 3459-3480
|
| Subject: | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Wertpapier | Securities | Nachfrage | Demand | 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/10010468687