A NOTE ON THE RISK-PREMIUM PROCESS IN AN EQUILIBRIUM (Q3606400)
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scientific article; zbMATH DE number 5519485
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| English | A NOTE ON THE RISK-PREMIUM PROCESS IN AN EQUILIBRIUM |
scientific article; zbMATH DE number 5519485 |
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A NOTE ON THE RISK-PREMIUM PROCESS IN AN EQUILIBRIUM (English)
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26 February 2009
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equilibrium
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asset price process
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risk-premium
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volatility
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relative risk aversion coefficient
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0.7876137495040894
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0.7749451994895935
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0.7538505792617798
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0.7532716393470764
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0.7450717687606812
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