The valuation model for a risky asset when its risky factors follow gamma distributions
Ming Shann Tsai and Shu Ling Chiang
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Tsai, Ming-shann ; Chiang, Shu Ling |
| Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 16.2016, 3, p. 421-444
|
| Subject: | Kapitalmarktrendite | Capital market returns | Risiko | Risk | Statistische Verteilung | Statistical distribution | Taiwan | 2005-2011 |
| 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/10011713779