Bergeron, Claude
(2022).
Benchmark, relative return, and asset pricing: An extension. Manuscrit non publié, Université TÉLUQ.
Fichier(s) associé(s) à ce document :
![[thumbnail of G-RLibre-WorkingPaper.pdf]](https://r-libre.teluq.ca/style/images/fileicons/pdf.png "G-RLibre-WorkingPaper.pdf")
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- G-RLibre-WorkingPaper.pdf
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Catégorie de document : |
Documents personnels de recherche
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Évaluation par un comité de lecture : |
Non
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Étape de publication : |
Non publié
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Résumé : |
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.
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Déposant: |
Bergeron, Claude
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Responsable : |
Claude Bergeron
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Dépôt : |
15 aout 2022 14:50
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Dernière modification : |
17 aout 2022 20:10
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