Showing 1 - 10 of 26
The English version of this paper can be found at "http://ssrn.com/abstract=3486211" http://ssrn.com/abstract=3486211.Chinese Abstract:...
Persistent link: https://www.econbiz.de/10012846847
Chinese Abstract: CAPM 所在的资本市场是非完全的,并且是 一 个 Hilbert 空间,我们找出了该市场中 SDF 模仿支付的显式表达式。纯风险证券的局部均衡中,CAPM 公式成立,CAPM...
Persistent link: https://www.econbiz.de/10012853093
Persistent link: https://www.econbiz.de/10000964940
Persistent link: https://www.econbiz.de/10001506372
Persistent link: https://www.econbiz.de/10000909402
Persistent link: https://www.econbiz.de/10000818987
Persistent link: https://www.econbiz.de/10000872614
Persistent link: https://www.econbiz.de/10000872617
Persistent link: https://www.econbiz.de/10000494611
Persistent link: https://www.econbiz.de/10000680623