Risk measurement in semimartingale models with multiple consumption goods (Q1100075)
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scientific article; zbMATH DE number 4043561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measurement in semimartingale models with multiple consumption goods |
scientific article; zbMATH DE number 4043561 |
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Risk measurement in semimartingale models with multiple consumption goods (English)
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1988
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consumption-based asset pricing model
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semimartingale stochastic processes
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marginal utility
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share prices
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coefficients of relative risk aversion
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