半均衡定价 : CAPM 公式 (Semi-Equilibrium Pricing: The CAPM Formula)
Year of publication: |
[2021]
|
---|---|
Authors: | Chen, Deng-Ta |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (17 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | Chinese |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 11, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3701395 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Interpreting implied risk-neutral densities
Hördahl, Peter, (2003)
-
Exchange rates and fundamentals
Engel, Charles, (2003)
-
International equity flows and returns
Albuquerque, Rui, (2004)
- More ...
-
均值方差均衡下的证券价格 : CAPM 再认识 (Security Prices in Mean-Variance Equilibrium: A Further Study on CAPM)
Chen, Deng-Ta, (2020)
-
MM 命题 : 重新思考 (MM Proposition: Re-think)
Chen, Deng-Ta, (2020)
-
持有成本与期货最优套期保值 (The Cost of Carry and the Optimal Hedge in Futures Market)
Chen, Deng-Ta, (2018)
- More ...