A class of models satisfying a dynamical version of the CAPM
Year of publication: |
2003
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Authors: | Jouini, Elyès ; Napp, Clotilde |
Institutions: | HAL |
Subject: | CAPM | CCAPM | market beta | equilibrium | financial markets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00167159/en/ Published, Economic Letters, 2003, 299-304 |
Source: |
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A Class of Models satisfying a Dynamical Version of the CAPM
Napp, Clotilde, (2003)
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A Class of Models satisfying a Dynamical Version of the CAPM.
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