Shape invariant modeling of pricing kernels and risk aversion
Maria Grith; Wolfgang Härdle; Juhyun Park
| Year of publication: |
2013
|
|---|---|
| Authors: | Grith, Maria ; Härdle, Wolfgang ; Park, Juhyun |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 11.2013, 2, p. 370-399
|
| Subject: | Theorie | Theory | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Core | Index-Futures | Index futures | Europa | Europe |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009745814