Dynamic asset pricing with non-redundant forwards
Abraham Lioui; Patrice Poncet
| Year of publication: |
2003
|
|---|---|
| Authors: | Lioui, Abraham ; Poncet, Patrice |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 7, p. 1163-1180
|
| Subject: | CAPM | Derivat | Derivative | Risikoprämie | Risk premium | Intertemporales Gleichgewicht | Intertemporal equilibrium | 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/10001736089