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Asset pricing, asset allocation and risk-adjusted performance with multiple goals and agency : The Goals and Risk-Based Asset Pricing Model

Muralidhar, Arun S. - In: Journal of investment management : JOIM 19 (2021) 2, pp. 89-116

Persistent link: https://www.econbiz.de/10012815069

Realativity in finance : goals and risk-based asset pricing for investors with multiple stochastic goals and agents

Muralidhar, Arun S. - In: Journal of investment management : JOIM 21 (2023) 4, pp. 53-81

Persistent link: https://www.econbiz.de/10014475371

The relative asset pricing model : implications for asset allocation, rebalancing and asset pricing

Muralidhar, Arun S.; Ōhashi, Kazuhiko; Shin, Sunghwan - In: The Journal of financial perspectives 3 (2015) 1, pp. 115-128

Persistent link: https://www.econbiz.de/10011372859

The Relative Asset Pricing Model : Implications for Asset Allocation, Rebalancing, and Asset Pricing

Muralidhar, Arun - 2018

The Capital Asset Pricing Model (CAPM) has been the backbone of asset market finance even though many academic studies have revealed its limitations, both theoretical and empirical. This paper argues that including liability or benchmark considerations in investment decisions may provide a...

Persistent link: https://www.econbiz.de/10012938082

The Relative Asset Pricing Model : Implications for Asset Allocation, Rebalancing and Asset Pricing

Muralidhar, Arun - 2018

The Capital Asset Pricing Model (CAPM) has been the backbone of asset market finance, even though many academic studies have revealed its limitations, both theoretical and empirical. This paper argues that including liability or benchmark considerations in investment decisions may provide a...

Persistent link: https://www.econbiz.de/10012931868