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Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs

Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs
Digital規格・テクニカルリポート類
Hara, Chiaki京都大学経済研究所2013-04KIER Discussion Paper862
Available onlineOther Libraries in Japan
  • Subject Heading... risk aversion constant relative risk aversion

Asset prices, trading volumes, and investor welfare in markets with transaction costs

Asset prices, trading volumes, and investor welfare in markets with transaction costs
Digital規格・テクニカルリポート類
Hara, ChiakiInstitute of Economic Research, Hitotsubashi University2012-05
Available onlineOther Libraries in Japan
  • Subject Heading... risk aversion constant relative risk aversion

Heterogeneous Beliefs in a Continuous-Time Model

Heterogeneous Beliefs in a Continuous-Time Model
Digital規格・テクニカルリポート類
Hara, Chiaki京都大学経済研究所2010-03KIER Discussion Paper701
Available onlineOther Libraries in Japan
  • Summary, etc....on whether the constant relative risk aversion is greater or smaller than on...
  • Subject Heading...ic discounting constant relative risk aversion Ito's Lemma Girsanov's Theore...

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