好色 发表于 2025-3-28 18:36:53
Klimawirkungsforschung: Mögliche Folgen des Klimawandels für EuropaCosmopolitan 发表于 2025-3-28 19:23:49
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http://reply.papertrans.cn/55/5435/543438/543438_43.pngCAGE 发表于 2025-3-29 04:42:33
http://reply.papertrans.cn/55/5435/543438/543438_44.png唤醒 发表于 2025-3-29 08:59:28
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Peter Hennicketral expected utility function with beliefs equal to the martingale measure generates the given asset prices. However in a single agent economy there is no trade—an obvious contradiction to what we observe. In this chapter we show that even with an arbitrary preassigned trading volume the no-arbitra油膏 发表于 2025-3-29 23:48:07
Rainer Walzhares of the same two funds, the riskless asset and a price dependent portfolio . The latter portfolio is usually called “pricing portfolio” [Duffie, 19881 At equilibrium, the pricing portfolio can be replaced by the market portfolio, i.e. the collection of all assets available in the e泥土谦卑 发表于 2025-3-30 00:04:00
ing returns. In a similar vein, Bollerslev (J Financ Quant Anal, 2013) assume an affine version of the stochastic volatility model as in Heston (Rev Financ Stud, 6:327–343, 1993) and show that the variance risk premium is linearly related to the risk aversion parameter. Other investigations in thisGanglion-Cyst 发表于 2025-3-30 05:30:15
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