Generalised sharpe ratios and asset pricing in incomplete markets
Year of publication: |
2003
|
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Authors: | Černý, Aleš |
Published in: |
European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 7.2003, 2, p. 191-233
|
Subject: | CAPM | Unvollkommener Markt | Incomplete market |
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