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https://hdl.handle.net/10419/56344
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Longarela, Iñaki R. | en |
dc.date.accessioned | 2012-03-28T13:10:48Z | - |
dc.date.available | 2012-03-28T13:10:48Z | - |
dc.date.issued | 2000 | - |
dc.identifier.uri | http://hdl.handle.net/10419/56344 | - |
dc.description.abstract | Bernardo and Ledoit (2000) develop a very appealing framework to compute pricing bounds based on the so-called gain-loss ratio. Their method has many advantages and very interesting properties and so far one important drawback: the complexity of the numerical computation of the pricing bounds. In this note we provide an simple procedure for their computation which only entails solving a linear optimization program. | en |
dc.language.iso | eng | en |
dc.publisher | |aStockholm School of Economics, The Economic Research Institute (EFI) |cStockholm | en |
dc.relation.ispartofseries | |aSSE/EFI Working Paper Series in Economics and Finance |x401 | en |
dc.subject.jel | C63 | en |
dc.subject.jel | G12 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | asset price bounds | en |
dc.subject.keyword | gain-loss ratio | en |
dc.subject.keyword | linear programming | en |
dc.title | Gain, loss, and asset pricing: It is much easier ; a note | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 333188616 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
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