Pricing and hedging in incomplete markets
Article Abstract:
Research into pricing and hedging in incomplete markets is given. The approach taken bridges standard arbitrage pricing and expected utility maximization.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
Investment Offices, Investment Companies, Open-End Investment Funds, Research, Risk management, Hedging (Finance)
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
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Tax management strategies with multiple risky assets
Article Abstract:
The process of managing taxation of risky multiple assets in by using trading flexibility strategy is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2006
Taxes, Asset Accounting, Methods, Taxation, Assets (Accounting), Tax abatement
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2006
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Evaluating the specification errors of asset pricing models
Article Abstract:
The returns for several asset pricing models are evaluated.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
Econometrics & Model Building, Statistical Data Included, Evaluation, Econometrics, Capital assets pricing model, Capital asset pricing model, Business models
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
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Subjects list: United States
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