Risk measurement in semimartingale models with multiple consumption goods (Q1100075)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measurement in semimartingale models with multiple consumption goods |
scientific article |
Statements
Risk measurement in semimartingale models with multiple consumption goods (English)
0 references
1988
0 references
consumption-based asset pricing model
0 references
semimartingale stochastic processes
0 references
marginal utility
0 references
share prices
0 references
coefficients of relative risk aversion
0 references
0 references
0 references
