Shape Invariant Modelling Pricing Kernels and Risk Aversion
Year of publication: |
2017
|
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Authors: | Grith, Maria |
Other Persons: | Härdle, Wolfgang (contributor) ; Park, Juhyun (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Core | Index-Futures | Index futures | Europa | Europe |
Extent: | 1 Online-Ressource (33 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 28, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.2894289 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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