Extension of the Capital Asset Pricing Model to Non-normal Dependence Structures

DOI10.2143/AST.37.1.2020797zbMath1162.91350OpenAlexW4232060048MaRDI QIDQ3632826

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Publication date: 15 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.37.1.2020797

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• A Universal Framework for Pricing Financial and Insurance Risks
• Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model

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