A jump model for fads in asset prices under asymmetric information (Q299877): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6597016
@@ Property / zbMATH DE Number: 6597016 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asset pricing
@@ Property / zbMATH Keywords: asset pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymmetric information
@@ Property / zbMATH Keywords: asymmetric information / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fads
@@ Property / zbMATH Keywords: fads / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+instantaneous centralized moments of return
@@ Property / zbMATH Keywords: instantaneous centralized moments of return / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy jump markets
@@ Property / zbMATH Keywords: Lévy jump markets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+logarithmic utilities
@@ Property / zbMATH Keywords: logarithmic utilities / rank @@
+Normal rank

Revision as of 21:40, 27 June 2023