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~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: person:"Aase, Knut K."
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CAPM
Theorie
18
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18
recursive utility
4
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3
Life insurance
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
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3
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2
Derivat
2
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2
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2
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2
Equity premium puzzle
2
Equity-Premium-Puzzle
2
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2
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2
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consumption puzzle
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optimal life insurance
2
the stochastic maximum principle
2
08.09.1992
1
Agrarversicherung
1
Agricultural insurance
1
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1
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1
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English
5
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Aase, Knut K.
5
Berglund, Tom
1
Jennergren, Lars Peter
1
Persson, Svein-Arne
1
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Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Oberwolfach
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Scandinavian journal of management
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
5
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1
On the consistency of the Lucas pricing formula
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003683282
Saved in:
2
Equilibrium pricing in the presence of cumulative dividends following a diffusion
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001686364
Saved in:
3
Valuation of the minimum guaranteed return embedded in life insurance products
Persson, Svein-Arne
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
4
,
pp. 599-617
Persistent link: https://www.econbiz.de/10001239129
Saved in:
4
A jump diffusion consumption-based capital asset pricing model and the equity premium puzzle
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 65-84
Persistent link: https://www.econbiz.de/10001333353
Saved in:
5
Proceedings of the Nordic Symposium on Contingent Claims Analysis in Finance, 1992
Aase, Knut K.
(
contributor
);
Berglund, Tom
(
contributor
); …
-
Nordic Symposium on Contingent Claims Analysis in …
- In:
Scandinavian journal of management
9
(
1993
)
Persistent link: https://www.econbiz.de/10001154716
Saved in:
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