Capital asset pricing model under distribution uncertainty (Q2165778)
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scientific article; zbMATH DE number 7574120
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Capital asset pricing model under distribution uncertainty |
scientific article; zbMATH DE number 7574120 |
Statements
Capital asset pricing model under distribution uncertainty (English)
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23 August 2022
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asset pricing
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uncertain distribution
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robust optimization
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spectral risk measure
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kernel density estimation
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0.7447653412818909
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0.7393291592597961
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0.7298741340637207
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0.7298263907432556
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0.7261322736740112
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