Asset pricing with loss aversion
Lars Grüne; Willi Semmler
| Year of publication: |
2008
|
|---|---|
| Authors: | Grüne, Lars ; Semmler, Willi |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 10, p. 3253-3274
|
| Subject: | Stochastisches Wachstumsmodell | Stochastic growth model | CAPM | Mathematische Optimierung | Mathematical programming | Risikoaversion | Risk aversion | 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://www.econbiz.de/10003775836