<--- Back to Details
First PageDocument Content
Finance / Two-moment decision models / Arbitrage / Beta / Futures contract / Expected utility hypothesis / Risk / Risk-neutral measure / Capital asset pricing model / Financial economics / Mathematical finance / Economics
Date: 2015-02-05 19:41:47
Finance
Two-moment decision models
Arbitrage
Beta
Futures contract
Expected utility hypothesis
Risk
Risk-neutral measure
Capital asset pricing model
Financial economics
Mathematical finance
Economics

The Arbitrage Theory of Capital

Add to Reading List

Source URL: teach.business.uq.edu.au

Download Document from Source Website

File Size: 1,41 MB

Share Document on Facebook

Similar Documents

Statistical models / Decision theory / Data analysis / Two-moment decision models / Discrete choice / Standard deviation / Dummy variable / Variance / Logistic regression / Statistics / Regression analysis / Econometrics

Stochastic Production and Heterogeneous Risk Preferences: Commercial Fishers’ Gear Choices Håkan Eggert Department of Economics Göteborg University

DocID: 1gnED - View Document

Financial risk / Utility / Actuarial science / Risk / Modern portfolio theory / Hyperbolic absolute risk aversion / Two-moment decision models / Variance / Risk aversion / Financial economics / Economics / Finance

Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice

DocID: 18MXX - View Document

Investment / Mathematical finance / Financial ratios / Financial markets / Financial risk / Resampled efficient frontier / Two-moment decision models / Sharpe ratio / Capital asset pricing model / Financial economics / Statistics / Finance

Accounting A T & Taxation VOLUME 3 NUMBER 1

DocID: 10I1L - View Document

Finance / Two-moment decision models / Arbitrage / Beta / Futures contract / Expected utility hypothesis / Risk / Risk-neutral measure / Capital asset pricing model / Financial economics / Mathematical finance / Economics

The Arbitrage Theory of Capital

DocID: UJ8n - View Document

Game theory / Statistics / Decision theory / First-price sealed-bid auction / All-pay auction / Auction / Variance / Two-moment decision models / Auction theory / Auctioneering / Business

Auctioning risk: The all-pay auction under mean-variance preferences∗ Bettina Klose† Paul Schweinzer‡

DocID: Toiw - View Document