A class of models satisfying a dynamical version of the CAPM (Q1927311)
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scientific article; zbMATH DE number 6120040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of models satisfying a dynamical version of the CAPM |
scientific article; zbMATH DE number 6120040 |
Statements
A class of models satisfying a dynamical version of the CAPM (English)
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1 January 2013
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CAPM
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CCAPM
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market beta
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equilibrium
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financial markets
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