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
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://www.econstor.eu/bitstream/10419/85228/1/dp01-08.pdf (application/pdf)

Related works:
Working Paper: Heterogeneity of Investors and Asset Pricing in a Risk-Value World (2003)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:zbw:cofedp:0108

Access Statistics for this paper

More papers in CoFE Discussion Papers from University of Konstanz, Center of Finance and Econometrics (CoFE) Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().