Asset pricing in discrete time : a complete markets approach
Year of publication: |
2005
|
---|---|
Authors: | Poon, Ser-Huang ; Stapleton, Richard C. |
Publisher: |
Oxford [u.a.] : Oxford Univ. Press |
Subject: | Capital assets pricing model | Capital-Asset-Pricing-Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Skiadas, Costis, (2009)
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Finding alpha : the search for alpha when risk and return break down
Falkenstein, Eric, (2009)
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Multi-moment asset allocation and pricing models
Jurczenko, Emmanuel, (2006)
- More ...
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Asset pricing in discrete time : a complete markets approach
Poon, Ser-Huang, (2005)
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The Implied Volatility of Option Prices : A Test Using Options on UK Stocks
Copeland, Laurence, (1998)
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[Rezension von: Smith, Anthony D., International financial markets]
Poon, Ser-Huang, (1994)
- More ...