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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
Please use this url to cite or link to this publication:
author
organization
publishing date
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)
date added to LUP
2016-04-04 10:35:44
date last changed
2025-04-04 14:50:43
@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/195339707/WP04_28.pdf}},
  year         = {{2004}},
}