The Intertemporal Capital Asset Pricing Model with returns that follow Poisson jump-diffusion processes

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@article{e1382b10c02111db9769000ea68e967b,

title = "The Intertemporal Capital Asset Pricing Model with returns that follow Poisson jump-diffusion processes",

keywords = "Afkast, CAPM, Asset pricing",

author = "Eric Bentzen and Peter Sellin",

year = "2003",

language = "English",

volume = "9",

pages = "531--562",

journal = "European Journal of Finance",

issn = "1351-847X",

publisher = "Taylor & Francis",

number = "2",

}