A Two-State Capital Asset Pricing Model with Unobservable States
(2004) In Working Papers. Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387118
- author
- Hansson, Björn LU
- organization
- publishing date
- 2004
- type
- Working paper/Preprint
- publication status
- published
- subject
- keywords
- asset pricing, state dependent risk premium, discrete mixture distribution
- in
- Working Papers. Department of Economics, Lund University
- issue
- 28
- publisher
- Department of Economics, Lund University
- language
- English
- LU publication?
- yes
- id
- bdb47934-f55b-4fe1-aee6-e142371bab1c (old id 1387118)
- alternative location
- http://swopec.hhs.se/lunewp/abs/lunewp2004_028.htm
- date added to LUP
- 2016-04-04 10:35:44
- date last changed
- 2018-11-21 20:59:41
@misc{bdb47934-f55b-4fe1-aee6-e142371bab1c, author = {{Hansson, Björn}}, keywords = {{asset pricing; state dependent risk premium; discrete mixture distribution}}, language = {{eng}}, note = {{Working Paper}}, number = {{28}}, publisher = {{Department of Economics, Lund University}}, series = {{Working Papers. Department of Economics, Lund University}}, title = {{A Two-State Capital Asset Pricing Model with Unobservable States}}, url = {{https://lup.lub.lu.se/search/files/5576195/2060145}}, year = {{2004}}, }