Heterogeneity of Investors and Asset Pricing in a Risk-Value World - Günter Franke; Martin Weber (University of Konstanz, Center of Finance and Econometrics (CoFE), 2001)
urn:nbn:de:bsz:352-opus-7409
Keywords: D81; G11; G12; G13; 330; Decision Making Under Risk; Asset Pricing; Convexity of Pricing Kernel; Heterogeneity of Investors; Portfolio-Management; CAPM; Risikopräferenz; Theorie; Risikomaß; Entscheidung bei Risiko