GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS (Q4233497)
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scientific article; zbMATH DE number 1264563
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| English | GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS |
scientific article; zbMATH DE number 1264563 |
Statements
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS (English)
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16 March 1999
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absence of arbitrage
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frictionless markets
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asset pricing
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growth-optimal portfolio
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equity premium
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risk-free rate puzzle
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nonparametric bounds
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0.7550668716430664
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0.7281812429428101
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0.7194890379905701
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0.7168765068054199
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0.7168729901313782
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