A class of models satisfying a dynamical version of the CAPM
type: Item
instance of: scholarly article
title: A class of models satisfying a dynamical version of the CAPM
zbMATH Open document ID: 1254.91712
DOI: 10.1016/S0165-1765(03)00003-X
author: Clotilde Napp
author: Elyès Jouini
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6120040
zbMATH Keywords: CAPM
zbMATH Keywords: CCAPM
zbMATH Keywords: market beta
zbMATH Keywords: equilibrium
zbMATH Keywords: financial markets
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6120040