{"title":"基准、相对收益和资产定价的简化方法","authors":"G. Glenn Baigent","doi":"10.1080/13504851.2024.2364001","DOIUrl":null,"url":null,"abstract":"This analysis provides a much simpler and more intuitive derivation of Bergeron’s (2021) benchmark model. Bergeron states that there are no assumptions regarding arbitrage and equilibrium, but this...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":"21 1","pages":""},"PeriodicalIF":1.2000,"publicationDate":"2024-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A simplified approach to benchmark, relative return, and asset pricing\",\"authors\":\"G. Glenn Baigent\",\"doi\":\"10.1080/13504851.2024.2364001\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This analysis provides a much simpler and more intuitive derivation of Bergeron’s (2021) benchmark model. Bergeron states that there are no assumptions regarding arbitrage and equilibrium, but this...\",\"PeriodicalId\":8014,\"journal\":{\"name\":\"Applied Economics Letters\",\"volume\":\"21 1\",\"pages\":\"\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2024-06-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Economics Letters\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/13504851.2024.2364001\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Economics Letters","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/13504851.2024.2364001","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
A simplified approach to benchmark, relative return, and asset pricing
This analysis provides a much simpler and more intuitive derivation of Bergeron’s (2021) benchmark model. Bergeron states that there are no assumptions regarding arbitrage and equilibrium, but this...
期刊介绍：
Applied Economics Letters is a companion journal to Applied Economics and Applied Financial Economics. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. They are generally applied in nature, but may include discussion of method and theoretical formulation. In a change to the format of the Applied Financial Series of journals, from 2009 Applied Financial Economics Letters will be incorporated into its sister journal Applied Economics Letters.
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