Publikationen des Forschungsbereichs Altersvorsorge und nachhaltige Finanzmärkte

  1. ZEW Discussion Paper Nr. 02-10 // 2002

    Asset Prices and Alternative Characterizations of the Pricing Kernel

    In a continuous-time representative investor economy with an exogenously given information process, asset prices are derived for alternative characterizations of the pricing kernel. In addition to the…

Weitere Publikationen

ZEW-Finanzmarktreport

DIFI-Report