GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS (Q4233497): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1017/s1365100597003039 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1970407124 / rank | |||
Normal rank |
Latest revision as of 09:26, 30 July 2024
scientific article; zbMATH DE number 1264563
Language | Label | Description | Also known as |
---|---|---|---|
English | GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS |
scientific article; zbMATH DE number 1264563 |
Statements
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS (English)
0 references
16 March 1999
0 references
absence of arbitrage
0 references
frictionless markets
0 references
asset pricing
0 references
growth-optimal portfolio
0 references
equity premium
0 references
risk-free rate puzzle
0 references
nonparametric bounds
0 references