Bubbles and multiple-factor asset pricing models
Robert Jarrow (Samuel Curtis Johnson Graduate School of Management, Cornell University, Ithaca, NY, Kamakura Corporation, Honolulu, Hawaii)
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Jarrow, Robert A. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 1, p. 1-19
|
| Subject: | Beta model | multiple-factor model | price bubbles | arbitrage pricing | stock alpha | Spekulationsblase | Bubbles | Portfolio-Management | Portfolio selection | CAPM | Arbitrage Pricing | Arbitrage pricing | Börsenkurs | Share price | Betafaktor | Beta risk | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024916500072 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011453887