authors
- BALBAS DE LA CORTE, ALEJANDRO
- BALBAS APARICIO, BEATRIZ
- BALBAS APARICIO, RAQUEL
Relationships between the stochastic discount factor and the optimal omega ratio
Working Papers
Overview
publication date
- 2018
series title
- Working paper. Business Economic Series
full text
series number
- 18-01
Classification
keywords
- omega ratio; asset pricing model; stochastic discount factor; representation theorem; optimality conditions