MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES

DOI10.1111/j.0960-1627.2005.00211.xzbMath1101.91029MaRDI QIDQ5464336

Carl Chiarella, Volker Böhm

Publication date: 17 August 2005

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00211.x

Mathematics Subject Classification ID

91B08: Individual preferences

91B54: Special types of economic markets (including Cournot, Bertrand)

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The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM

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