Asset pricing, asset allocation and risk-adjusted performance with multiple goals and agency : The Goals and Risk-Based Asset Pricing Model
Arun Muralidhar
| Year of publication: |
2021
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|---|---|
| Authors: | Muralidhar, Arun S. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 19.2021, 2, p. 89-116
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| Subject: | Pair-wise equilibrium | GRAPM | goals-based investing | asset pricing | asset allocation | risk-adjusted performance | heterogeneous investors | GBI | CAPM | RAPM | ICAPM | three fund separation | Zeta | relative beta | goal-replicating assets | SeLFIES | BFFS | BEST | M-cube | M-square | Sharpe ratio | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Risiko | Risk | Kapitalanlage | Financial investment | Anlageverhalten | Behavioural finance | Kapitalmarkttheorie | Financial economics | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012815069