The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time |
scientific article |
Statements
The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (English)
0 references
6 July 2021
0 references
Volterra equations
0 references
BSDEs
0 references
asset pricing
0 references
time inconsistency
0 references
arbitrage-free
0 references
incomplete markets
0 references
term structures
0 references
Sharpe ratio
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references