Cost minimization and the stochastic discount factor (Q993732): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q4230831 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4541803 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Narrowing the no-arbitrage bounds / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The valuation problem in arbitrage price theory / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4840212 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5566063 / rank | |||
Normal rank |
Revision as of 05:24, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Cost minimization and the stochastic discount factor |
scientific article |
Statements
Cost minimization and the stochastic discount factor (English)
0 references
20 September 2010
0 references
asset prices
0 references
production
0 references
uncertainty
0 references
arbitrage
0 references
stochastic returns
0 references
0 references