Beliefs regarding fundamental value and optimal investing

DOI10.1007/s10436-009-0133-yzbMath1233.91237OpenAlexW2010345628MaRDI QIDQ666434

Levon Goukasian, Jakša Cvitanić, Bradford Cornell

Publication date: 8 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-009-0133-y

zbMATH Keywords

risk premiummispricingoptimal portfoliosinvestor beliefsrange reversion

Mathematics Subject Classification ID

Portfolio theory (91G10)

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