Beyond the local mean-variance analysis in continuous time : the problem of non-normality

Knut K. Aase and Jostein Lillestøl

Year of publication:	2015
Authors:	Aase, Knut K. ; Lillestøl, Jostein
Publisher:	Bergen : Norwegian School of Economics and Business Administration, Dep. of Finance and Management Service
Subject:	CAPM \| Realzins \| Real interest rate \| Equity-Premium-Puzzle \| Equity premium puzzle \| Zeitkonsistenz \| Time consistency \| Normalverteilung \| Normal distribution \| Rationale Erwartung \| Rational expectations \| Theorie \| Theory

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