A jump model for fads in asset prices under asymmetric information (Q299877)
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scientific article; zbMATH DE number 6597016
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| English | A jump model for fads in asset prices under asymmetric information |
scientific article; zbMATH DE number 6597016 |
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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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0.91103214
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0.8911405
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0.8700556
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0.85793185
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0.85359436
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0.8535137
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0.85159266
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0.8515785
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0.84955406
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