The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time

DOI10.3934/puqr.2021002zbMath1482.91209OpenAlexW2900106441MaRDI QIDQ2038277

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Publication date: 6 July 2021

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/puqr.2021002

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