Is mean-variance analysis vacuous : or was beta still born?
Year of publication: |
1997
|
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Authors: | Jarrow, Robert A. |
Other Persons: | Madan, Dilip B. (contributor) |
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. 1.1997, 1, p. 15-30
|
Subject: | Optionspreistheorie | Option pricing theory | CAPM | Theorie | Theory | Schätzung | Estimation | USA | United States |
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