Erik Paul Lüders – författare
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2 produkter
Economic Foundation of Asset Price Processes
Häftad, 2004
1128 kr
Lägg i varukorg
In this book the relation between the characteristics of investors' preferences and expectations and equilibrium asset price processes are analysed. It is shown that declining elasticity of the pricing kernel can lead to positive serial correlation of short term asset returns and negative serial …
Economic Foundation of Asset Price Processes
E-bok, 2012
1459 kr
Lägg i varukorg
In this book the relation between the characteristics of investors'' preferences and expectations and equilibrium asset price processes are analysed. It is shown that declining elasticity of the pricing kernel can lead to positive serial correlation of short term asset returns and negative serial …
