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Heterogeneity of investors and asset pricing in a risk-value world

Franke, Günter; Weber, Martin - 2003

Persistent link: https://www.econbiz.de/10001748020

Heterogeneity of investors and asset pricing in a risk-value world

Franke, Günter; Weber, Martin - 2001

Persistent link: https://www.econbiz.de/10001635448

Heterogeneity of investors and asset pricing in a risk-value world

Franke, Günter; Weber, Martin - 2001

Persistent link: https://www.econbiz.de/10011544966

Background risk and the demand for state-contingent claims

Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - In: Economic theory : official journal of the Society for … 23 (2004) 2, pp. 321-335

Persistent link: https://www.econbiz.de/10001871174

Risk-Taking-Neutral Background Risk

Franke, Günter - 2013

We define a class of risk-taking-neutral (RTN) background risks. These background risks have the property that they will not alter decisions made with respect to another risk, for individuals with HARA utility. If we wish to compare a decision made with and without some exogenous background...

Persistent link: https://www.econbiz.de/10013087730