BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS (Q2797877): Difference between revisions
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| Property / author | |||
| Property / author: Robert A. Jarrow / rank | |||
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| Property / author: Robert A. Jarrow / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: Positive alphas and a generalized multiple-factor asset pricing model / rank | |||
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| Property / cites work: A Mathematical Theory of Financial Bubbles / rank | |||
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| Property / cites work: Q3290875 / rank | |||
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Latest revision as of 17:38, 11 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS |
scientific article |
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BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS (English)
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1 April 2016
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beta model
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multiple-factor model
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price bubbles
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arbitrage pricing
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stock alpha
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