2002•Journal of Economic Dynamics and ControlRequires access
A correlation pricing formula
David G. Luenberger
Open publisher page 17 citations
Abstract
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David G. Luenberger
Abstract
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OpenAlex reports 17 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Capital asset pricing model, Capital asset, Consumption-based capital asset pricing model, Portfolio, Economics, Asset (computer security), Arbitrage pricing theory, Financial economics