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A Two-State Capital Asset Pricing Model with Unobservable States

Hansson, Björn LU (2004) In Working Papers. Department of Economics, Lund University
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author
organization
publishing date
type
Working Paper
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 Universtiy
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
2009-04-20 12:27:24
date last changed
2016-04-16 08:06:32
@misc{bdb47934-f55b-4fe1-aee6-e142371bab1c,
  author       = {Hansson, Björn},
  keyword      = {asset pricing,state dependent risk premium,discrete mixture distribution},
  language     = {eng},
  number       = {28},
  publisher    = {ARRAY(0x9534dd0)},
  series       = {Working Papers. Department of Economics, Lund University},
  title        = {A Two-State Capital Asset Pricing Model with Unobservable States},
  year         = {2004},
}