The Generalized Stein/Rubinstein Covariance Formula and Its Application to Estimate Real Systematic Risk (Q3802425)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The Generalized Stein/Rubinstein Covariance Formula and Its Application to Estimate Real Systematic Risk
scientific article

    Statements

    The Generalized Stein/Rubinstein Covariance Formula and Its Application to Estimate Real Systematic Risk (English)
    0 references
    1988
    0 references
    capital asset pricing model
    0 references
    multivariate normal random variables
    0 references
    coercivity estimates
    0 references
    Sobolev spaces
    0 references
    resolvent
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references