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A note on an interpretation to consumption-based CAPM

✍ Scribed by Liqun Liu; Zijun Wang

Book ID
116421872
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
132 KB
Volume
99
Category
Article
ISSN
0165-1765

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πŸ“œ SIMILAR VOLUMES

Nonlinear extension of Bode's integral b
Nonlinear extension of Bode's integral based on an information-theoretic interpretation
✍ Guoqiang Zang; Pablo A. Iglesias πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 255 KB

For linear systems, we show that the constraint known as Bode's sensitivity integral has an information-theoretic interpretation in terms of the di erence in the entropy rates between the input and output of the systems. For nonlinear system, we use this interpretation to show that, if the open loop