Open AccessMean-swap Variance, Portfolio Theory and Asset Pricing
Author(s) -
Jhan Wang
Publication year - 2021
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 , utility maximization problem , risk aversion (psychology) , portfolio optimization , economics , modern portfolio theory , mathematics , financial economics , mathematical economics , utility maximization