Arbitrage equilibrium with skewed asset returns
Giovanni Barone-Adesi
| Year of publication: |
1985
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| Authors: | Barone-Adesi, Giovanni |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 20.1985, 3, p. 299-313
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| Subject: | Kapitalanlage Portefeuilleplanung | Theorie | Theory | Arbitrage | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001873815