Is the market price of risk infinite? (Q1038085)

From MaRDI portal
Revision as of 05:13, 2 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Is the market price of risk infinite?
scientific article

    Statements

    title
    Is the market price of risk infinite? (English)
    0 references
    author
    Timothy Cogley
    0 references
    publication date
    17 November 2009
    0 references
    Mathematics Subject Classification ID
    91B30
    0 references
    91B24
    0 references
    62C10
    0 references
    zbMATH DE Number
    5634547
    0 references
    zbMATH Keywords
    market price of risk
    0 references
    Hansen-Jagannathan bound
    0 references
    learning
    0 references
    wedges
    0 references
    OpenAlex ID
    W2029472734
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1038085&oldid=35138524"
    Powered by MediaWiki