A stock market model based on CAPM and market size
Year of publication: |
2021
|
---|---|
Authors: | Flores, Brandon ; Ofori-Atta, Blessing ; Sarantsev, Andrey |
Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 17.2021, 3, p. 405-424
|
Subject: | Capital asset pricing model | Stochastic differential equations | Capital distribution curve | Stochastic stability | Market weight | Stochastischer Prozess | Stochastic process | Theorie | Theory | CAPM | Analysis | Mathematical analysis |
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