Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
CEPR
1997
|
| Schriftenreihe: | Centre for Economic Policy Research <London>: Discussion paper series
1652 : Financial economics |
| Schlagworte: | |
| Beschreibung: | 42 S. |
Internformat
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Datensatz im Suchindex
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:10:31Z |
| institution | BVB |
| language | English |
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| series | Centre for Economic Policy Research <London>: Discussion paper series |
| series2 | Centre for Economic Policy Research <London>: Discussion paper series |
| spelling | Nielsen, Lars Tyge Verfasser aut Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments Lars Tyge Nielsen and Maria Vassalou London CEPR 1997 42 S. txt rdacontent n rdamedia nc rdacarrier Centre for Economic Policy Research <London>: Discussion paper series 1652 : Financial economics Precios, Política de Ökonometrisches Modell Capital assets pricing model Portfolio management Econometric models Vassalou, Maria Verfasser aut Centre for Economic Policy Research <London>: Discussion paper series 1652 : Financial economics (DE-604)BV023545932 1652 |
| spellingShingle | Nielsen, Lars Tyge Vassalou, Maria Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments Centre for Economic Policy Research <London>: Discussion paper series Precios, Política de Ökonometrisches Modell Capital assets pricing model Portfolio management Econometric models |
| title | Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments |
| title_auth | Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments |
| title_exact_search | Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments |
| title_full | Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments Lars Tyge Nielsen and Maria Vassalou |
| title_fullStr | Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments Lars Tyge Nielsen and Maria Vassalou |
| title_full_unstemmed | Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments Lars Tyge Nielsen and Maria Vassalou |
| title_short | Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments |
| title_sort | portfolio selection and asset pricing with dynamically incomplete markets and time varying first and second moments |
| topic | Precios, Política de Ökonometrisches Modell Capital assets pricing model Portfolio management Econometric models |
| topic_facet | Precios, Política de Ökonometrisches Modell Capital assets pricing model Portfolio management Econometric models |
| volume_link | (DE-604)BV023545932 |
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