Realativity in finance : goals and risk-based asset pricing for investors with multiple stochastic goals and agents
Arun Muralidhar
| Year of publication: |
2023
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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. 21.2023, 4, p. 53-81
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| Subject: | Pair-wise equilibrium | Janus equilibrium | GRAPM | goals-based investing | principal-agent problem | luck versus skill | asset pricing | asset allocation | risk-adjusted performance | risk budgeting | heterogeneous investors | CAPM | relative asset pricing model | Zeta | relative beta | goal-replicating assets | M-cube | M-square | Sharpe Ratio | dual normalization | contingent Arrow-Debreu securities | Portfolio-Management | Portfolio selection | Prinzipal-Agent-Theorie | Agency theory | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Kapitalmarkttheorie | Financial economics | Kapitalanlage | Financial investment | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Risiko | Risk | Risikoprämie | Risk premium |
| 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/10014475371