Extension of the Capital Asset Pricing Model to Non-normal Dependence Structures (Q3632826): Difference between revisions
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| Property / cites work: Q4794153 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model / rank | |||
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| Property / cites work: A Universal Framework for Pricing Financial and Insurance Risks / rank | |||
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| Property / full work available at URL: https://doi.org/10.2143/ast.37.1.2020797 / rank | |||
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| Property / OpenAlex ID: W4232060048 / rank | |||
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Latest revision as of 09:40, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extension of the Capital Asset Pricing Model to Non-normal Dependence Structures |
scientific article |
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Extension of the Capital Asset Pricing Model to Non-normal Dependence Structures (English)
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15 June 2009
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