作者: palpitate 時(shí)間: 2025-3-21 22:49
,Copernicus’ Administrative Documents,t price of risk or the market portfolio can be derived from the equilibrium conditions without having explicit representations of the equilibrium prices. However, such explicit solutions are required to conduct other investigations successfully. The availability of explicit solutions facilitates the作者: 象形文字 時(shí)間: 2025-3-22 03:05 作者: 支形吊燈 時(shí)間: 2025-3-22 07:04 作者: CORD 時(shí)間: 2025-3-22 09:35 作者: Genistein 時(shí)間: 2025-3-22 13:46 作者: Genistein 時(shí)間: 2025-3-22 19:57
Studies in Russia and East Europere shown and connections to other topics such as production theory are pointed out. Arbitrage techniques are applied to construct free lunches, to determine issue prices, and to derive the classical one-period call-price formula.作者: 混雜人 時(shí)間: 2025-3-22 21:19 作者: 細(xì)胞 時(shí)間: 2025-3-23 05:24
Portfolio Decisions and Capital Market Equilibria Under Incomplete Information,d values of the risky assets, the optimum portfolio decisions are determined in the case of incompletely known prior parameters. Risk and uncertainty approaches are examined. The problems of the determination of equilibrium prices are dealt with.作者: Palpitation 時(shí)間: 2025-3-23 09:03 作者: 清楚說話 時(shí)間: 2025-3-23 12:37 作者: Diskectomy 時(shí)間: 2025-3-23 15:42
978-3-642-70997-5Springer-Verlag Berlin Heidelberg 1986作者: rods366 時(shí)間: 2025-3-23 19:25 作者: STING 時(shí)間: 2025-3-24 01:11 作者: 彎彎曲曲 時(shí)間: 2025-3-24 03:08 作者: 英寸 時(shí)間: 2025-3-24 08:41 作者: 瑪瑙 時(shí)間: 2025-3-24 14:31
https://doi.org/10.1057/9780230371538of Canadian and U.S. stocks (Canadian bonds). On the other hand, we are able to reject the hypothesis that the Canadian and U.S. markets are integrated and satisfy a global asset pricing model. Thus from a Canadian perspective the hypothesis of a national asset pricing model seems to be preferred to that of a North American asset pricing model.作者: 舊式步槍 時(shí)間: 2025-3-24 17:35 作者: Melatonin 時(shí)間: 2025-3-24 22:58
Asset Pricing in a Small Economy: A Test of the Omitted Assets Model,of Canadian and U.S. stocks (Canadian bonds). On the other hand, we are able to reject the hypothesis that the Canadian and U.S. markets are integrated and satisfy a global asset pricing model. Thus from a Canadian perspective the hypothesis of a national asset pricing model seems to be preferred to that of a North American asset pricing model.作者: 細(xì)菌等 時(shí)間: 2025-3-25 01:03
,Copernicus’ Administrative Documents,kes precise in which sense the hybrid model, characterized by multivariate normally distributed returns and constant risk aversion of the investors, is the most convenient model of capital market equilibrium. Some applications are surveyed concerning taxes, heterogeneous expectations, short sales restrictions, and imperfect capital markets.作者: 獸皮 時(shí)間: 2025-3-25 05:17 作者: 子女 時(shí)間: 2025-3-25 11:20 作者: esthetician 時(shí)間: 2025-3-25 14:46 作者: 異教徒 時(shí)間: 2025-3-25 17:17 作者: MUTED 時(shí)間: 2025-3-25 23:28 作者: 獨(dú)行者 時(shí)間: 2025-3-26 00:35 作者: 抵消 時(shí)間: 2025-3-26 06:36 作者: FOVEA 時(shí)間: 2025-3-26 10:37 作者: Immunoglobulin 時(shí)間: 2025-3-26 15:15 作者: cultivated 時(shí)間: 2025-3-26 20:49
The Value of Security Agreements,n credit support decision models is given and the role of collateralization is examined in the context of these models. Section 2 seeks to prove that the neoclassical theory of finance fails to explain the empirical evidence of security agreements in credit-contracts. Section 3 examines a rather new作者: DEI 時(shí)間: 2025-3-26 22:41
Asset Pricing in a Small Economy: A Test of the Omitted Assets Model,ional markets cannot be decided .. Because of the limited power of tests based on portfolio data, we are unable to reject the null hypothesis that a value weighted Canadian market portfolio is the tangency portfolio for the efficient set formed from Canadian stocks alone; that is, that the Sharpe-Li作者: 大方一點(diǎn) 時(shí)間: 2025-3-27 03:55 作者: aptitude 時(shí)間: 2025-3-27 08:17
9樓作者: condescend 時(shí)間: 2025-3-27 11:46
9樓作者: 移動(dòng) 時(shí)間: 2025-3-27 17:13
10樓作者: Obliterate 時(shí)間: 2025-3-27 21:33
10樓作者: STANT 時(shí)間: 2025-3-27 23:16
10樓作者: Encoding 時(shí)間: 2025-3-28 04:06
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