Fractional-moment capital asset pricing model
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Publication:603474
DOI10.1016/j.chaos.2009.01.003zbMath1198.91249MaRDI QIDQ603474
Publication date: 7 November 2010
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2009.01.003
91B24: Microeconomic theory (price theory and economic markets)
91G99: Actuarial science and mathematical finance
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