Open AccessMean-swap Variance, Portfolio Theory and Asset Pricing
Author(s) -
Jhan Wang
Publication year - 2018
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.33915/etd.7993
Subject(s) - portfolio , capital asset pricing model , market portfolio , stochastic dominance , expected utility hypothesis , econometrics , risk aversion (psychology) , utility maximization problem , economics , modern portfolio theory , portfolio optimization , swap (finance) , mathematics , financial economics , mathematical economics , utility maximization , finance
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