On the market price of risk (Q2230759)
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scientific article; zbMATH DE number 7402322
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the market price of risk |
scientific article; zbMATH DE number 7402322 |
Statements
On the market price of risk (English)
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28 September 2021
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market risk price
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Sharpe ratio
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bounding asset investment opportunity sets
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noncentral F-distribution
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shrinkage estimators
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equity premium
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factor model
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business cycle
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0.7213124632835388
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0.719111442565918
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0.717587947845459
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0.7167918682098389
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0.7106603384017944
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