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An arbitrary benchmark CAPM : one additional frontier portfolio is sufficient
Ekern, Steinar (contributor) - 2008
Persistent link: https://www.econbiz.de/10003766442
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Nonlinear pricing
Wilson, Robert - 1993 - 1. publ
Persistent link: https://www.econbiz.de/10013477925
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Exotic unit-linked life insurance contracts
Ekern, Steinar - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 35-63
Persistent link: https://www.econbiz.de/10001334892
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An Arbitrary Benchmark CAPM : One Additional Frontier Portfolio is Sufficient
Ekern, Steinar - 2008
The benchmark CAPM linearly relates the expected returns on an arbitrary asset, an arbitrary benchmark portfolio, and an arbitrary MV frontier portfolio. The benchmark is not required to be on the frontier and may be non-perfectly correlated with the frontier portfolio. The benchmark CAPM...
Persistent link: https://www.econbiz.de/10014047121
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Information, efficiency, and the core of an economy
Wilson, Robert - In: Differential information economies, (pp. 55-71). 2005
Persistent link: https://www.econbiz.de/10002464444
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Credentials and wage discrimination
Wilson, Robert - In: Information and incentives in organizations, (pp. 287-300). 1989
Persistent link: https://www.econbiz.de/10001277931
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Multiproduct tariffs
Wilson, Robert Hines - In: Journal of regulatory economics 3 (1991) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001103058
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Sequential equilibria of asymmetric ascending auctions : the case of log-normal distributions
Wilson, Robert - In: Economic theory : official journal of the Society for … 12 (1998) 2, pp. 433-440
Persistent link: https://www.econbiz.de/10001248919
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Ramsey pricing of priority service
Wilson, Robert - In: Journal of regulatory economics 1 (1989) 3, pp. 189-202
Persistent link: https://www.econbiz.de/10001075607
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Admissibility and stability
Wilson, Robert - In: Understanding strategic interaction : essays in honor …, (pp. 85-99). 1996
Persistent link: https://www.econbiz.de/10001293562