Asset pricing with jump/diffusion permanent income shocks (Q1614798)
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scientific article; zbMATH DE number 1797806
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asset pricing with jump/diffusion permanent income shocks |
scientific article; zbMATH DE number 1797806 |
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Asset pricing with jump/diffusion permanent income shocks (English)
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9 September 2002
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incomplete markets
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asset pricing theory
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0.8051068186759949
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0.8041523694992065
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0.795799195766449
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0.7898144125938416
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0.7860957980155945
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