Solving asset pricing models when the price-dividend function is analytic
Year of publication: |
2005
|
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Authors: | Calin, Ovidiu L. ; Chen, Yu ; Cosimano, Thomas F. ; Himonas, Alex A. |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 73.2005, 3, p. 961-982
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Subject: | CAPM | Börsenkurs | Share price | Dividende | Dividend | Theorie | Theory |
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