Asset pricing with spatial interaction
Year of publication: |
May 2018
|
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Authors: | Kou, Steven ; Peng, Xianhua ; Zhong, Haowen |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 5, p. 2083-2101
|
Subject: | capital asset pricing model | arbitrage pricing theory | spatial interaction | real estate | factor model | property derivatives | futures | Theorie | Theory | CAPM | Räumliche Interaktion | Spatial interaction | Derivat | Derivative |
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