Estimating a continuous-time asset pricing model with state-dependent risk aversion
par: Gordon, Stephen F. ...
| Year of publication: |
1998 ; Rev. version
|
|---|---|
| Other Persons: | Gordon, Stephen F. (contributor) ; St.-Amour, Pascal (contributor) |
| Publisher: |
[Québec] |
| Subject: | CAPM | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Simulation | Theorie | Theory | Schätzung | Estimation | USA | United States | 1992-1994 |
Frühere Ausg. u.d.T.:
Gordon, Stephen F.: State-dependent risk aversion and asset prices
Persistent link: https://www.econbiz.de/10000993052