Beyond arbitrage : good-deal asset price bounds in incomplete markets
Year of publication: |
2000
|
---|---|
Authors: | Cochrane, John H. ; Saá-Requejo, Jesús |
Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 108.2000, 1, p. 79-119
|
Subject: | CAPM | Volatilität | Volatility | Risikoprämie | Risk premium | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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