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Time consistency
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Zeitkonsistenz
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CAPM
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Equity premium puzzle
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Discussion paper / Department of Business and Management Science
Working paper / National Bureau of Economic Research, Inc.
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Beyond the local mean-variance analysis in continuous time : the problem of non-normality
Aase, Knut K.
;
Lillestøl, Jostein
-
2015
Persistent link: https://www.econbiz.de/10010515222
Saved in:
2
Recursive utility and jump-diffusions
Aase, Knut K.
-
2015
Persistent link: https://www.econbiz.de/10010515237
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3
Recursive utility and jump-diffusions
Aase, Knut K.
-
2014
Persistent link: https://www.econbiz.de/10010336433
Saved in:
4
Heterogeniety and limited stock market participation
Aase, Knut K.
-
2014
Persistent link: https://www.econbiz.de/10010250446
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5
Recursive utility with dependence on past consumption : the continuous-time model
Aase, Knut K.
-
2014
Persistent link: https://www.econbiz.de/10010250448
Saved in:
6
Recursive utility and disappearing puzzles for discrete-time models
Aase, Knut K.
-
2013
Persistent link: https://www.econbiz.de/10009746496
Saved in:
7
Recursive utility and disappearing puzzles for continuous-time models
Aase, Knut K.
-
2013
Persistent link: https://www.econbiz.de/10009746498
Saved in:
8
Trading for the future : signaling in permit markets
Harstad, Bård
;
Eskeland, Gunnar S.
-
2010
Persistent link: https://www.econbiz.de/10003952577
Saved in:
9
The investment horizon problem : a resolution
Aase, Knut K.
-
2009
Persistent link: https://www.econbiz.de/10003879036
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