Endogenous random asset prices in overlapping generations economies
Year of publication: |
2000
|
---|---|
Authors: | Böhm, Volker ; Deutscher, Nicole ; Wenzelburger, Jan |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 10.2000, 1, p. 23-38
|
Subject: | Börsenkurs | Share price | Overlapping Generations | Overlapping generations | Konsumtheorie | Consumption theory | Intertemporale Allokation | Intertemporal allocation | Kapitalanlage | Financial investment | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation | Theorie | Theory |
-
Endogenous random asset prices in overlapping generations economies
Böhm, Volker, (1997)
-
Mean variance preferences, expectations formation, and the dynamics of random asset prices
Böhm, Volker, (2005)
-
Mean variance preferences, expectations formation, and the dynamics of random asset prices
Böhm, Volker, (2000)
- More ...
-
Endogenous Random Asset Prices in Overlapping Generations Economies
Böhm, Volker, (2000)
-
ARTICLES - Endogenous Random Asset Prices in Overlapping Generations Economies
Böhm, Volker, (2000)
-
Expectations, forecasting, and perfect foresight : a dynamical systems approach
Böhm, Volker, (1995)
- More ...