Asset pricing with stochastic differential utility
Darrell Duffie ; Larry G. Epstein
| 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 |
| 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/10001129385