On the inefficiency of Brownian motions and heavier tailed price processes
Year of publication: |
2013-04
|
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Authors: | Balbás, Alejandro ; Balbás, Beatriz ; Balbás, Raquel |
Institutions: | Instituto sobre Desarrollo Empresarial (INDEM), Universidad Carlos III de Madrid |
Subject: | Market efficiency | Derivative pricing | Risk measure | Good deal |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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