Comparative statics of asset prices : the effect of other assets’ risk
Year of publication: |
2013
|
---|---|
Authors: | Diasakos, Theodoros M. |
Publisher: |
St. Andrews : Univ. of St. Andrews, School of Economics & Finance |
Subject: | General Equilibrium Asset-Pricing | Geometric Brownian Motion | Contagion | Theorie | Theory | CAPM | Allgemeines Gleichgewicht | General equilibrium | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
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