The term structure of sharpe ratios and arbitrage-free asset pricing in continuous time
Year of publication: |
2018
|
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Authors: | Beißner, Patrick ; Rosazza Gianin, Emanuela |
Publisher: |
Munich, Germany : Collaborative Research Center Transregio 190 |
Subject: | Term Structures | Sharpe Ratio | Incomplete Markets | Asset Pricing | Time Inconsistency | Arbitrage | (Time–Delayed) Volterra Equations | Theorie | Theory | Zinsstruktur | Yield curve | CAPM | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Kapitaleinkommen | Capital income | Arbitrage Pricing | Arbitrage pricing |
Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
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Series: | Discussion paper. - München : Collaborative Research Center Transregio 190, ZDB-ID 2881680-8. - Vol. no. 72 (February 15, 2018) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/185742 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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