Time-series tests of a non-expected-utility model of asset pricing
Philippe Jorion ; Alberto Giovannini
| Year of publication: |
1993
|
|---|---|
| Authors: | Jorion, Philippe |
| Other Persons: | Giovannini, Alberto (contributor) |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 37.1993, 5, p. 1083-1100
|
| Subject: | CAPM | Nutzen | Utility | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10001147298