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Globally evolutionarily stable portfolio rules

Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - In: Journal of economic theory 140 (2008) 1, pp. 197-228

Persistent link: https://www.econbiz.de/10003725543

Globally evolutionarily stable portfolio rules

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Persistent link: https://www.econbiz.de/10003237585

Applied financial econometrics in e-commerce

Islam, Sardar M. N.; Oh, K. B. - 2003 - 1. ed.

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Continuous-time finance

Merton, Robert C. - 1990 - 1. publ.

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The economics of financial markets

Bailey, Roy E. - 2005 - 1. publ.

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Asset pricing and portfolio choice theory

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Intermediate financial theory

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Handbook of financial markets : dynamics and evolution

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Persistent link: https://www.econbiz.de/10003778106

The economics of financial markets

Bailey, Roy E. - 2005

asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the … APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the … volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an …

Persistent link: https://www.econbiz.de/10011479686

Crises and Uncertainty in the Economy

Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.); … - 2022

the Literature -- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period? -- 13. What Does Matter The Climate …

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