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Property / author: Winston S. Buckley / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2013.10.037 / rank
 
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Latest revision as of 04:54, 12 July 2024

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A jump model for fads in asset prices under asymmetric information
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    A jump model for fads in asset prices under asymmetric information (English)
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    23 June 2016
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    asset pricing
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    asymmetric information
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    fads
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    instantaneous centralized moments of return
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    Lévy jump markets
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    logarithmic utilities
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