Asset pricing and portfolio choice theory. (Q4931757)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5793952
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asset pricing and portfolio choice theory. |
scientific article; zbMATH DE number 5793952 |
Statements
30 September 2010
0 references
asset pricing
0 references
portfolio
0 references
stochastic discount factor
0 references
arbitrage
0 references
preferences
0 references
utility function
0 references
Pareto optimum
0 references
mean-variance analysis
0 references
beta pricing
0 references
complete market
0 references
dynamic programming
0 references
option pricing
0 references
term structure
0 references
asymmetric information
0 references
representative investor
0 references
production models
0 references
0.8674498796463013
0 references
0.8553801774978638
0 references
0.8133417963981628
0 references
0.8117074966430664
0 references
