The perception of time, risk and return during periods of speculation

DOI10.1088/1469-7688/2/4/304zbMath1405.91733arXivcond-mat/0201345OpenAlexW3123491417MaRDI QIDQ4646790

Emanuel Derman

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0201345

zbMATH Keywords

capital asset pricing modelarbitrage pricing theoryrisk-return relationships

Mathematics Subject Classification ID

Related Items (2)

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Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• Products of trees for investment analysis
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• Trading volume in models of financial derivatives
• Significance of log-periodic precursors to financial crashes
• The Variance Gamma Process and Option Pricing

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