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Larsen, Kasper's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
280 |
Total
Citations
3 |
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1.
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Christensen, Peter O. Aarhus University - Department of Economics and Business Larsen, Kasper Carnegie Mellon University - Department of Mathematical Sciences Munk, Claus Copenhagen Business School
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23 Mar 09
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04 May 11
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176
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Unspanned income, heterogeneous preferences, continuous-time equilibrium, risk-free rate puzzle, equity premium, incomplete markets, Brownian motion
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Christensen, Peter O. Aarhus University - Department of Economics and Business Larsen, Kasper Carnegie Mellon University - Department of Mathematical Sciences
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18 Mar 11
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Last Revised:
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27 Apr 13
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102
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Incomplete markets, non-Pareto efficiency, stochastic volatility, stochastic interest rates, stochastic risk premia
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3.
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Larsen, Kasper Carnegie Mellon University - Department of Mathematical Sciences
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Records 1 -
3
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