Equilibrium asset pricing and the cross section of expected returns
type: Item
instance of: scholarly article
title: Equilibrium asset pricing and the cross section of expected returns
zbMATH Open document ID: 1470.91298
author: Joel M. Vanden
published in: Annals of Finance
publication date: 2021-08-11T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7380989
zbMATH Keywords: asset pricing
zbMATH Keywords: equilibrium
zbMATH Keywords: characteristics
zbMATH Keywords: beta
MaRDI profile type: Publication
full work available at URL: s10436-021-00383-7
OpenAlex ID: W3139282514
cites work: Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
cites work: Q4794153
cites work: A unified beta pricing theory
cites work: Common risk factors in the returns on stocks and bonds
cites work: A Mean-Variance Analysis of Self-Financing Portfolios
cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
cites work: Matrices with multiple symmetry properties: applications of centro-Hermitian and per-Hermitian matrices
cites work: Q5433282
cites work: Characterization and properties of matrices with generalized symmetry or skew symmetry.
DOI: 10.1007/S10436-021-00383-7
description: scientific article; zbMATH DE number 7380989