From dynamic linear evaluation rule to dynamic CAPM in a fractional Brownian motion environment
Qing Zhou, Chao Li
| Year of publication: |
2012
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|---|---|
| Authors: | Zhou, Qing ; Li, Chao |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 4, p. 315-320
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| Subject: | Stochastischer Prozess | Stochastic process | CAPM | Dynamische Wirtschaftstheorie | Economic dynamics |
| 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://www.econbiz.de/10009725337