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A stock market model based on CAPM and market size - MaRDI portal

A stock market model based on CAPM and market size (Q2240683)

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A stock market model based on CAPM and market size
scientific article

    Statements

    title
    A stock market model based on CAPM and market size (English)
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    author
    Brandon García Flores
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    Blessing Ofori-Atta
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    Andrey Sarantsev
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    publication date
    4 November 2021
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    zbMATH Keywords
    capital asset pricing model
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    stochastic differential equations
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    capital distribution curve
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    stochastic stability
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    market weight
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    91G10
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    60H30
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    zbMATH DE Number
    7420350
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    OpenAlex ID
    W3168181772
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    arXiv ID
    1907.08911
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