On the Discrete Time Capital Asset Pricing Model
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Publication:3631190
DOI10.1016/S1570-8659(08)00008-2zbMath1180.91139OpenAlexW103680259MaRDI QIDQ3631190
Publication date: 5 June 2009
Published in: Special Volume: Mathematical Modeling and Numerical Methods in Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s1570-8659(08)00008-2
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80)