Gain, loss, and asset pricing
Year of publication: |
2000
|
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Authors: | Bernardo, Antonio E. ; Ledoit, Olivier |
Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 108.2000, 1, p. 144-172
|
Subject: | CAPM | Unvollkommener Markt | Incomplete market | Verlust | Loss | Gewinn | Profit | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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