BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS

DOI10.1142/S0219024916500072zbMath1337.91044OpenAlexW3121543012MaRDI QIDQ2797877

Robert A. Jarrow

Publication date: 1 April 2016

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024916500072

zbMATH Keywords

price bubblesarbitrage pricingbeta modelmultiple-factor modelstock alpha

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites Work

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• Positive alphas and a generalized multiple-factor asset pricing model
• A Mathematical Theory of Financial Bubbles