A jump model for fads in asset prices under asymmetric information
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Publication:299877
DOI10.1016/j.ejor.2013.10.037zbMath1338.91073OpenAlexW2075916105MaRDI QIDQ299877
Sandun Perera, Hongwei Long, Winston S. Buckley
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.10.037
asset pricingasymmetric informationfadsinstantaneous centralized moments of returnLévy jump marketslogarithmic utilities
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