A Two-State Capital Asset Pricing Model with Unobservable States
Författare
Avdelning/ar
Publiceringsår
2004
Språk
Engelska
Publikation/Tidskrift/Serie
Working Papers. Department of Economics, Lund University
Issue
28
Fulltext
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Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- asset pricing
- state dependent risk premium
- discrete mixture distribution
Status
Published