VaR constrained asset pricing with relative performance (Q2451394): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2013.07.026 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2039785034 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Continuous Auctions and Insider Trading / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 14:25, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VaR constrained asset pricing with relative performance |
scientific article |
Statements
VaR constrained asset pricing with relative performance (English)
0 references
3 June 2014
0 references
relative performance
0 references
financial institution
0 references
asset pricing
0 references
value-at-risk (VaR)
0 references
