Mean variance preferences, expectations formation, and the dynamics of random asset prices
Year of publication: |
2005
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Authors: | Böhm, Volker ; Chiarella, Carl |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 15.2005, 1, p. 61-97
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Subject: | Börsenkurs | Share price | Overlapping Generations | Overlapping generations | Konsumtheorie | Consumption theory | Intertemporale Allokation | Intertemporal allocation | Kapitalanlage | Financial investment | Risikoprämie | Risk premium | Erwartungsnutzen | Expected utility | Präferenztheorie | Theory of preferences | Theorie | Theory |
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