Dynamic spanning in the consumption-based capital asset pricing model
Year of publication: |
2000
|
---|---|
Authors: | Christensen, Peter Ove ; Graversen, Svend Erik ; Miltersen, Kristian R. |
Published in: |
European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 4.2000, 2, p. 129-156
|
Subject: | CAPM | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory |
-
An international dynamic asset pricing model
Hodrick, Robert J., (1999)
-
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove, (1996)
-
Merton, Robert C., (1990)
- More ...
-
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove, (1996)
-
Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model
Christensen, Peter Ove, (2015)
-
Dynamic capital structure with callable debt and debt renegotiations
Christensen, Peter Ove, (2014)
- More ...