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

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@techreport{521eafa0c02411db9769000ea68e967b,

title = "The intertemporal capital asset pricing model with returns that follow poisson jump-diffusion processes",

keywords = "Asset pricing, CAPM",

author = "Eric Bentzen and Peter Sellin",

note = "Opstilling: 336.767 ben L{\o}be nr.: 0010833",

year = "2000",

language = "English",

type = "WorkingPaper",

}

TY - UNPB

T1 - The intertemporal capital asset pricing model with returns that follow poisson jump-diffusion processes

AU - Bentzen, Eric

AU - Sellin, Peter

N1 - Opstilling: 336.767 ben Løbe nr.: 0010833

PY - 2000

Y1 - 2000

KW - Asset pricing

KW - CAPM

M3 - Working paper

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

CY - København

ER -