Valuing information using utility functions: how much should we pay for linear factor models?
Hwang, Soosung; Satchell †, Steve E.
- 期刊名称The European Journal of Finance
- 作者Hwang, Soosung; Satchell †, Steve E.
- 卷第11卷
- 期第1期
- 印刷ISSN1351-847X
- 电子ISSN1466-4364
- 文件大小269.68KB
- 发表时间2005-02
- DOI10.1080/1351847042000286630
- 页码1-16