Open AccessA Risk-Averse Insider and Asset Pricing in Continuous Time
Author(s) -
Byung Hwa Lim
Publication year - 2013
Publication title -
management science and financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2287-2361
pISSN - 2287-2043
DOI - 10.7737/msfe.2013.19.1.011
Subject(s) - insider , insider trading , volatility (finance) , economics , asset (computer security) , financial market , risk aversion (psychology) , capital asset pricing model , financial economics , microeconomics , reciprocal , market microstructure , consumption based capital asset pricing model , econometrics , expected utility hypothesis , finance , computer science , linguistics , philosophy , computer security , political science , law , order (exchange)