Asset returns and state-dependent risk preferences
Stephen Gordon; Pascal St-Amour
| Year of publication: |
2004
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|---|---|
| Authors: | Gordon, Stephen F. ; St.-Amour, Pascal |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 22.2004, 3, p. 241-252
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| Subject: | CAPM | Bayes-Statistik | Bayesian inference | Risikoaversion | Risk aversion | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | USA | United States |
| 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/10002135486