The intertemporal capital asset pricing model with returns that follow poisson jump-diffusion processes

Eric Bentzen, Peter Sellin

Publikation: Working paperForskning

OriginalsprogEngelsk
Udgivelses stedKøbenhavn
Antal sider26
StatusUdgivet - 2000

Bibliografisk note

Opstilling: 336.767 ben
Løbe nr.: 0010833

Emneord

  • Asset pricing
  • CAPM

Citer dette

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