Valuing information using utility functions: how much should we pay for linear factor models?
| Year of publication: |
2005
|
|---|---|
| Authors: | Hwang, Soosung ; Satchell, Steve |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 11.2005, 1, p. 1-16
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