基准、相对收益和资产定价的简化方法

IF 1.2 4区经济学 Q3 ECONOMICS

Applied Economics Letters Pub Date : 2024-06-18 DOI:10.1080/13504851.2024.2364001

G. Glenn Baigent

引用次数: 0

摘要

该分析对 Bergeron（2021 年）的基准模型进行了更简单、更直观的推导。Bergeron 指出，没有关于套利和均衡的假设，但这...

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A simplified approach to benchmark, relative return, and asset pricing

This analysis provides a much simpler and more intuitive derivation of Bergeron’s (2021) benchmark model. Bergeron states that there are no assumptions regarding arbitrage and equilibrium, but this...

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来源期刊

Applied Economics Letters ECONOMICS-

CiteScore

2.90

自引率

6.20%

发文量

460

期刊介绍： Applied Economics Letters is a companion journal to Applied Economics and Applied Financial Economics. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. They are generally applied in nature, but may include discussion of method and theoretical formulation. In a change to the format of the Applied Financial Series of journals, from 2009 Applied Financial Economics Letters will be incorporated into its sister journal Applied Economics Letters.