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On Consequences of State Depen...
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CAPM
Theorie
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Theory
125
Volatilität
59
Risikomanagement
54
Schweiz
54
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48
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47
risk management
47
portfolio management
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Börsenkurs
21
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Risk premium
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Donaldson, John B.
22
Danthine, Jean-Pierre
18
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8
Mehra, Rajnish
7
Guirguis, Hany
3
Koimisis, Georgios
3
Constantinides, George M.
2
Kōnstantinidēs, Giōrgos
2
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1
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
National Bureau of Economic Research
1
Universität Zürich / Institut für Schweizerisches Bankwesen
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ECONIS (ZBW)
28
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On the consequences of state dependent preferences for the pricing of financial assets
Danthine, Jean-Pierre
;
Donaldson, John B.
;
Giannikos, …
-
2002
Persistent link: https://www.econbiz.de/10001735340
Saved in:
2
On the consequences of state-dependent preferences for the princing of financial assets
Danthine, Jean-Pierre
;
Donaldson, John B.
;
Giannikos, …
-
2003
Persistent link: https://www.econbiz.de/10001749687
Saved in:
3
On the consequences of state dependent preferences for the pricing of financial assets
Danthine, Jean-Pierre
;
Donaldson, John B.
;
Giannikos, …
- In:
Finance research letters
1
(
2004
)
3
,
pp. 143-153
Persistent link: https://www.econbiz.de/10003307274
Saved in:
4
Non-falsified expectations and general equilibrium asset pricing : the power of the peso
Danthine, Jean-Pierre
;
Donaldson, John B.
- In:
The economic journal : the journal of the Royal …
109
(
1999
),
pp. 607-635
Persistent link: https://www.econbiz.de/10001433075
Saved in:
5
The equity premium and the allocation of income risk
Danthine, Jean-Pierre
;
Mehra, Rajnish
;
Donaldson, John B.
-
1992
Persistent link: https://www.econbiz.de/10000835816
Saved in:
6
The equity premium and the allocation of income risk
Danthine, Jean-Pierre
;
Donaldson, John B.
;
Mehra, Rajnish
-
1992
Persistent link: https://www.econbiz.de/10000841102
Saved in:
7
Asset pricing implications of real market frictions
Danthine, Jean-Pierre
;
Donaldson, John B.
-
1994
-
First draft, Febr. 1994
Persistent link: https://www.econbiz.de/10000921275
Saved in:
8
Asset pricing implications of real market frictions
Danthine, Jean-Pierre
;
Donaldson, John B.
-
1994
Persistent link: https://www.econbiz.de/10000912494
Saved in:
9
Non-falsified expectations and general equilibrium asset pricing : the power of the peso
Danthine, Jean-Pierre
;
Donaldson, John B.
-
1997
Persistent link: https://www.econbiz.de/10000982370
Saved in:
10
Non-falsified expectations, general equilibrium asset pricing and the peso problem
Danthine, Jean-Pierre
;
Donaldson, John B.
-
1996
Persistent link: https://www.econbiz.de/10000948215
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