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Stochastic Portfolio Theory and Stock Market Equilibrium
Author(s) -
FERNHOLZ ROBERT,
SHAY BRIAN
Publication year - 1982
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1982.tb03584.x
Subject(s) - economics , portfolio , financial economics , stock market , modern portfolio theory , mathematical economics , portfolio insurance , post modern portfolio theory , econometrics , portfolio optimization , replicating portfolio , geology , paleontology , horse