On the consequences of state dependent preferences for the pricing of financial assets
Year of publication: |
2004
|
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Authors: | Danthine, Jean-Pierre ; Donaldson, John B. ; Giannikos, Christos ; Guirguis, Hany |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 1.2004, 3, p. 143-153
|
Subject: | CAPM | Risikoprämie | Risk premium | Erwartungsnutzen | Expected utility | Theorie | Theory |
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