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Heterogeneity of Investors and Asset Pricing in a Risk-Value World

Günter Franke and Martin Weber

No 01/08, CoFE Discussion Papers from University of Konstanz, Center of Finance and Econometrics (CoFE)

Keywords: Decision Making Under Risk; Asset Pricing; Convexity of Pricing Kernel; Heterogeneity of Investors (search for similar items in EconPapers)
JEL-codes: D81 G11 G12 G13 (search for similar items in EconPapers)
Date: 2001
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Working Paper: Heterogeneity of Investors and Asset Pricing in a Risk-Value World (2003) Downloads
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