| ID | 262067 |
| Title Proper | Intertemporal capital asset pricing model with stochastic differential utility |
| Language | ENG |
| Author | Ikeda, Shinsuke ; Institute of Social and Economic Research, Osaka University, Osaka |
| Summary / Abstract (Note) | Discussion Paper No. 374 |
| `In' analytical Note | In Institute of Social and Economic Research, Osaka University, Osaka, Saijo, Tatsuyoshi & Nakamura, Hideki: The 'SPITE' dilemma in voluntary contribution mechanism experiments. Osaka. Osaka University, Apr 1995. -(ISER GL/95/370- G00013)
|
| Journal Source | In Institute of Social and Economic Research, Osaka University, Osaka, Saijo, Tatsuyoshi & Nakamura, Hideki: The 'SPITE' dilemma in voluntary contribution mechanism experiments. Osaka. Osaka University, Apr 1995. -(ISER GL/95/370- G00013)
|
| Classification Number | ISER |
| Key Words | Risk premium ; Asset pricing ; Pricing models ; Consumption beta ; Multi-fund separation |