The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277)
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scientific article; zbMATH DE number 7368212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time |
scientific article; zbMATH DE number 7368212 |
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The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (English)
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6 July 2021
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Volterra equations
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BSDEs
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asset pricing
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time inconsistency
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arbitrage-free
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incomplete markets
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term structures
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Sharpe ratio
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0.9005568
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0.86341554
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0.8564501
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0.8543185
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0.8480944
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0.8480023
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