Fractional-moment capital asset pricing model
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Publication:603474
DOI10.1016/J.CHAOS.2009.01.003zbMath1198.91249OpenAlexW2090390394MaRDI QIDQ603474
Publication date: 7 November 2010
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2009.01.003
Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)
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