Open AccessMean-swap Variance, Portfolio Theory and Asset Pricing
Author(s) -
Zhan Wang
Publication year - 2018
Publication title -
the research repository @ wvu (west virginia university)
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.33915/etd.6911
Subject(s) - stochastic dominance , portfolio , expected utility hypothesis , capital asset pricing model , risk aversion (psychology) , econometrics , economics , utility maximization problem , swap (finance) , market portfolio , maximization , modern portfolio theory , variance swap , mathematics , utility maximization , microeconomics , mathematical economics , financial economics , volatility (finance) , stochastic volatility , finance , forward volatility
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