Asset pricing with stochastic differential utility
Year of publication: |
1992
|
---|---|
Authors: | Duffie, Darrell |
Other Persons: | Epstein, Larry G. (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 5.1992, 3, p. 411-436
|
Subject: | CAPM | Nutzen | Utility | Entscheidung | Decision | Risiko | Risk | Theorie | Theory |
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