Asset pricing with spatial interaction
Steven Kou, Xianhua Peng, Haowen Zhong
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Kou, Steven ; Peng, Xianhua ; Zhong, Haowen |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 5, p. 2083-2101
|
| Subject: | capital asset pricing model | arbitrage pricing theory | spatial interaction | real estate | factor model | property derivatives | futures | CAPM | Theorie | Theory | Räumliche Interaktion | Spatial interaction | Immobilienpreis | Real estate price | Derivat | Derivative | Arbitrage Pricing | Arbitrage pricing | Immobilien | Real estate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2016.2627 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011873966