Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
Alexander Zimper
| Year of publication: |
2012
|
|---|---|
| Authors: | Zimper, Alexander |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 4, p. 610-628
|
| Subject: | Choquet expected utility theory | Portfolio choice | Fat tails | Asset pricing puzzles | Equity premium | Risk-free rate | Risikoprämie | Risk premium | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Equity-Premium-Puzzle | Equity premium puzzle |
| 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://www.econbiz.de/10009554332