Robustness of the market model

DOI10.1007/BF01212923zbMath0808.90055MaRDI QIDQ1338992

Lars Tyge Nielsen

Publication date: 27 November 1994

Published in: Economic Theory (Search for Journal in Brave)

zbMATH Keywords

random vector of returns on risky assets

Mathematics Subject Classification ID

Mathematical economics (91B99)

Cites Work

• A unified beta pricing theory
• A characterization of the distributions that imply mean-variance utility functions
• Mutual fund separation in financial theory - the separating distributions
• On the linearity of regression
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