Economic Foundation of Asset Price Processes - 6 Angebote vergleichen
| Preise | 2013 | 2018 | 2019 |
|---|---|---|---|
| Schnitt | Fr. 0.00 (€ 0.00)¹ | Fr. 0.00 (€ 0.00)¹ | Fr. 97.47 (€ 99.54)¹ |
| Nachfrage |
1
Economic Foundation of Asset Price Processes
~EN NW EB DLISBN: 9783790826609 bzw. 379082660X, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
Lieferung aus: Italien, Lagernd, zzgl. Versandkosten.
In this book the relation between the characteristics of investors' preferences and expectations and equilibrium asset price processes are analysed. It is shown that declining elasticity of the pricing kernel can lead to positive serial correlation of short term asset returns and negative serial correlation of long term returns. Analytical asset price processes are also derived. In contrast to the widely used "empirical" time-series models these processes do not lack a sound economic foundation. Moreover, in contrast to the popular Ornstein Uhlenbeck process and the Constant Elasticity of Variance model the proposed stochastic processes are consistent with a classical representative investor economy. eBook.
In this book the relation between the characteristics of investors' preferences and expectations and equilibrium asset price processes are analysed. It is shown that declining elasticity of the pricing kernel can lead to positive serial correlation of short term asset returns and negative serial correlation of long term returns. Analytical asset price processes are also derived. In contrast to the widely used "empirical" time-series models these processes do not lack a sound economic foundation. Moreover, in contrast to the popular Ornstein Uhlenbeck process and the Constant Elasticity of Variance model the proposed stochastic processes are consistent with a classical representative investor economy. eBook.
2
Economic Foundation of Asset Price Processes: 24 (ZEW Economic Studies) (2004)
EN NW EB DLISBN: 9783790826609 bzw. 379082660X, in Englisch, 121 Seiten, Physica, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download.
In this book the relation between the characteristics of investors' preferences and expectations and equilibrium asset price processes are analysed. It is shown that declining elasticity of the pricing kernel can lead to positive serial correlation of short term asset returns and negative serial correlation of long term returns. Analytical asset price processes are also derived. In contrast to the widely used "empirical" time-series models these processes do not lack a sound economic foundation. Moreover, in contrast to the popular Ornstein Uhlenbeck process and the Constant Elasticity of Variance model the proposed stochastic processes are consistent with a classical representative investor economy., Kindle Edition, Ausgabe: Softcover reprint of the original 1st ed. 2004, Format: Kindle eBook, Label: Physica, Physica, Produktgruppe: eBooks, Publiziert: 2004-02-03, Freigegeben: 2004-03-19, Studio: Physica.
In this book the relation between the characteristics of investors' preferences and expectations and equilibrium asset price processes are analysed. It is shown that declining elasticity of the pricing kernel can lead to positive serial correlation of short term asset returns and negative serial correlation of long term returns. Analytical asset price processes are also derived. In contrast to the widely used "empirical" time-series models these processes do not lack a sound economic foundation. Moreover, in contrast to the popular Ornstein Uhlenbeck process and the Constant Elasticity of Variance model the proposed stochastic processes are consistent with a classical representative investor economy., Kindle Edition, Ausgabe: Softcover reprint of the original 1st ed. 2004, Format: Kindle eBook, Label: Physica, Physica, Produktgruppe: eBooks, Publiziert: 2004-02-03, Freigegeben: 2004-03-19, Studio: Physica.
3
Economic Foundation of Asset Price Processes: 24 (ZEW Economic Studies) (2012)
EN PB NW RP EB DLISBN: 9783790826609 bzw. 379082660X, in Englisch, 121 Seiten, Physica, Taschenbuch, neu, Nachdruck, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download, Versandkostenfrei.
In this book the relation between the characteristics of investors' preferences and expectations and equilibrium asset price processes are analysed. It is shown that declining elasticity of the pricing kernel can lead to positive serial correlation of short term asset returns and negative serial correlation of long term returns. Analytical asset price processes are also derived. In contrast to the widely used "empirical" time-series models these processes do not lack a sound economic foundation. Moreover, in contrast to the popular Ornstein Uhlenbeck process and the Constant Elasticity of Variance model the proposed stochastic processes are consistent with a classical representative investor economy., Kindle Edition, Ausgabe: Softcover reprint of the original 1st ed. 2004, Format: Kindle eBook, Label: Physica, Physica, Produktgruppe: eBooks, Publiziert: 2012-12-06, Freigegeben: 2012-12-06, Studio: Physica.
In this book the relation between the characteristics of investors' preferences and expectations and equilibrium asset price processes are analysed. It is shown that declining elasticity of the pricing kernel can lead to positive serial correlation of short term asset returns and negative serial correlation of long term returns. Analytical asset price processes are also derived. In contrast to the widely used "empirical" time-series models these processes do not lack a sound economic foundation. Moreover, in contrast to the popular Ornstein Uhlenbeck process and the Constant Elasticity of Variance model the proposed stochastic processes are consistent with a classical representative investor economy., Kindle Edition, Ausgabe: Softcover reprint of the original 1st ed. 2004, Format: Kindle eBook, Label: Physica, Physica, Produktgruppe: eBooks, Publiziert: 2012-12-06, Freigegeben: 2012-12-06, Studio: Physica.
4
Economic Foundation of Asset Price Processes
~DE PB NWISBN: 9783790826609 bzw. 379082660X, vermutlich in Deutsch, Taschenbuch, neu.
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