Is the market price of risk infinite? (Q1038085): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2008.10.002 / rank | |||
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| Property / OpenAlex ID: W2029472734 / rank | |||
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| Property / cites work: Q5615833 / rank | |||
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| Property / cites work: Bayesian Inference in Econometric Models Using Monte Carlo Integration / rank | |||
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| Property / cites work: A note on some limitations of CRRA utility / rank | |||
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| Property / cites work: Prospect Theory: An Analysis of Decision under Risk / rank | |||
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Latest revision as of 05:13, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is the market price of risk infinite? |
scientific article |
Statements
Is the market price of risk infinite? (English)
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17 November 2009
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market price of risk
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Hansen-Jagannathan bound
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learning
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wedges
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