Subordinated market index models : a comparison
Year of publication: |
1997
|
---|---|
Authors: | Hurst, Simon R. |
Other Persons: | Platen, Eckhard (contributor) ; Račev, Svetlozar T. (contributor) |
Published in: |
Financial engineering and the Japanese markets. - Dordrecht : Kluwer Acad. Publ., ISSN 1380-2011, ZDB-ID 1328847-7. - Vol. 4.1997, 2, p. 97-124
|
Subject: | CAPM | Theorie | Theory | Aktienindex | Stock index | USA | United States | Japan | 1973-1993 |
-
Functional form of stock return model : some international evidence
Chaudhury, Mohammed M., (1997)
-
An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A., (1998)
-
Pricing kernel monotonicity and conditional information
Linn, Matthew, (2018)
- More ...
-
Global index on financial losses due to crime in the United States
Mahanama, Thilini, (2021)
-
Option pricing incorporating factor dynamics in complete markets
Hu, Yuan, (2020)
-
Portfolio optimization constrained by performance attribution
Hu, Yuan, (2021)
- More ...