Author: | Bick, A. |
Title: | On viable diffusion price processes of the market portfolio |
Journal: | Journal of Finance
1990 : JUN, VOL. 45:2, p. 673-689 |
Index terms: | ECONOMETRIC MODELS UTILITY THEORY PRICING |
Language: | eng |
Abstract: |
SCIMA
Author: | Bick, A. |
Title: | On viable diffusion price processes of the market portfolio |
Journal: | Journal of Finance
1990 : JUN, VOL. 45:2, p. 673-689 |
Index terms: | ECONOMETRIC MODELS UTILITY THEORY PRICING |
Language: | eng |
Abstract: |