Heterogeneity of investors and asset pricing in a risk-value world
Günter Franke, Martin Weber
| Year of publication: |
August 9, 2001
|
|---|---|
| Authors: | Franke, Günter ; Weber, Martin |
| Publisher: |
[Konstanz] : [Zentrum für Finanzen und Ökonometrie, Universität Konstanz] |
| Subject: | Decision Making Under Risk | Asset Pricing | Convexity of Pricing Kernel | Heterogeneity of Investors | Portfolio-Management | Portfolio selection | CAPM | Risikopräferenz | Risk attitude | Theorie | Theory | Risikomaß | Risk measure | Entscheidung unter Risiko | Decision under risk |
freely available
| Extent: | 1 Online-Ressource (circa 51 Seiten) Illustrationen |
|---|---|
| Series: | CoFE discussion papers. - Konstanz : Univ., ZDB-ID 2172016-2. - Vol. [01, 08] |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/85228 [Handle] |
| Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011544966