Projection pricing

Journal of Optimization Theory and Applications

Volumn 109, Issue 1, 2001, Pages 1-25

  Luenberger, D G ^a  

^a Stanford University   (United States)

Author keywords

Asset pricing; Correlation pricing; Hilbert space; Projection theorem

Indexed keywords

COMMERCE; FINANCIAL MARKETS; HILBERT SPACES; INVESTMENTS; VECTOR SPACES;

ASSET PRICING; CAPITAL ASSET PRICING MODEL; CORRELATION PRICING; EFFICIENT PORTFOLIO; FINANCE THEORY; MINIMUM NORM; PRICING FORMULA; PRICING PROBLEMS; PROJECTION THEOREM; RISKY ASSETS;

COSTS;

EID: 0035534031     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1017596419383     Document Type: Article

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