Heterogeneity of Investors and Asset Pricing in a Risk-Value World
| Year of publication: |
2001
|
|---|---|
| Authors: | Franke, Günter ; Weber, Martin |
| Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
| Subject: | Portfolio-Management | CAPM | Risikopräferenz | Theorie | Risikomaß | Entscheidung bei Risiko | Decision Making Under Risk | Asset Pricing | Convexity of Pricing Kernel | Heterogeneity of Investors |
| Series: | CoFE Discussion Paper ; 01/08 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 87016483X [GVK] hdl:10419/85228 [Handle] RePEc:zbw:cofedp:0108 [RePEc] |
| Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10010324093