Equilibrium under uncertain inflation : a discrete time approach
Year of publication: |
1987
|
---|---|
Authors: | Levy, Haim |
Other Persons: | Levy, Azriel (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 22.1987, 3, p. 285-297
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory | 1987 |
-
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
-
Portfolio insurance and other investor fashions as factors in the 1987 stock market crash
Shiller, Robert J., (1988)
- More ...
-
Equilibrium under Uncertain Inflation: A Discrete Time Approach
Levy, Haim, (1987)
-
Multiperiod Stochastic Dominance with Riskless Assets
Levy, Haim,
-
Arrow-Pratt Measures of Risk Aversion: The Multivariate Case.
Levy, Haim, (1991)
- More ...