On a Simple Econometric Approach for Utility-Based Asset Pricing Model

Author: Lee Cheng-Few   Lee Jack C.   Ni H.F.   Wu C.C.  

Publisher: Springer Publishing Company

ISSN: 0924-865X

Source: Review of Quantitative Finance and Accounting, Vol.22, Iss.4, 2004-06, pp. : 331-344

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Abstract