Publikationer
A Two-State Capital Asset Pricing Model with Unobservable States
Avdelning/ar:
Publiceringsår: 2004
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers. Department of Economics, Lund University
Nummer: 28
Fulltext:
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University
Sammanfattning
Disputation
Nyckelord
- Business and Economics
- asset pricing
- state dependent risk premium
- discrete mixture distribution
Övrigt
Published
