A Benchmark Approach to Finance
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More about this item
Keywordsbenchmark model; market portfolio; growth optimal portfolio; efficient frontier; captal asset pricing model; fair pricing; stochastic volatility; minimal market model;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-11-22 (All new papers)
- NEP-CFN-2004-11-22 (Corporate Finance)
- NEP-FIN-2004-11-22 (Finance)
- NEP-IFN-2004-11-22 (International Finance)
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