Asset prices and the level of background risk
Year of publication: |
2001
|
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Authors: | Franke, Günter ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
Published in: |
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen. - Berlin : Springer, ISBN 3-540-42308-7. - 2001, p. 157-171
|
Subject: | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Risiko | Risk | Risikoaversion | Risk aversion | Theorie | Theory |
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