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THE DISTRIBUTION OF BETAS IN PRESENCE OF NONTRADED ASSETS - MaRDI portal

THE DISTRIBUTION OF BETAS IN PRESENCE OF NONTRADED ASSETS (Q4629505)

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scientific article; zbMATH DE number 7043246
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THE DISTRIBUTION OF BETAS IN PRESENCE OF NONTRADED ASSETS
scientific article; zbMATH DE number 7043246

    Statements

    THE DISTRIBUTION OF BETAS IN PRESENCE OF NONTRADED ASSETS (English)
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    27 March 2019
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    CAPM beta
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    incomplete market
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    nontraded asset
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    portfolio choice
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    diversification
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