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Bergeron, Claude (2022). Benchmark, relative return, and asset pricing: An extension. Unpublished manuscript, Université TÉLUQ.
File(s) available for this item:![[img]](https://r-libre.teluq.ca/style/images/fileicons/pdf.png)
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PDF - G-RLibre-WorkingPaper.pdf |
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| Item Type: | Unpublished manuscripts |
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| Refereed: | No |
| Status: | Unpublished |
| Abstract: | In this working paper, we extend the benchmark asset pricing model of Bergeron (2021). We develop our extension model in two distinct situations. In the first case, we assume that the asset expected relative returns are identical. In the second case, we relax this restrictive assumption and suppose that these expected values could be unequal. This suggests that a benchmark asset pricing model can be built in different contexts. |
| Depositor: | Bergeron, Claude |
| Owner / Manager: | Claude Bergeron |
| Deposited: | 15 Aug 2022 14:50 |
| Last Modified: | 17 Aug 2022 20:10 |
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