✦ LIBER ✦

On the dynamics of asset prices and portfolios in a multiperiod CAPM

✍ Scribed by Marten Hillebrand; Jan Wenzelburger

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Consumption/Wealth and Book/Market R

✍ Belén Nieto; Rosa Rodríguez 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 305 KB

Dynamics of Asset Prices and Transaction

✍ David C. Ling; Gianluca Marcato; Pat McAllister 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 297 KB

On the optimization of a CAPM portfolio

✍ U.W. Spreitzer; V. Reznik 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 134 KB

Some statistical investigations on the n

✍ G. Bottazzi; S. Sapio; A. Secchi 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 229 KB

The Impact of Large Changes in Asset Pri

✍ Ehud I. Ronn; Akin Sayrak; Stathis Tompaidis 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 244 KB

A Unifying Microstructure Framework for

✍ Thierry Chauveau; Richard Topol 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 481 KB