Is the price of a riskier asset more volatile?
| Year of publication: |
1990-09
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|---|---|
| Authors: | Drees, Burkhard ; Eckwert, Bernhard |
| Institutions: | University of Bonn, Germany |
| Subject: | Two-period stochastic asset valuation model | Financial instruments | Equilibrium asset prices | Relationship bet- ween the relative Riskiness of assets and their price fluctuations |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Sonderforschungsbereich 303 |
| Source: |
Persistent link: https://www.econbiz.de/10004993129