A New Method of Estimating the Asset Rate of Return

Moawia Alghalith, Tracy Polius

Department Tracy Polius UWI, St Augustine.
University of the West Indies, St Augustine, USA.

DOI: 10.4236/tel.[phone]                

Abstract

We present a new consumption-based method of estimating the asset rate of return.

Keywords

Return, Investment, Portfolio, Asset, Stochastic, Consumption CAPM

Conflicts of Interest

The authors declare no conflicts of interest.

References

[1]	J. Cvitanic and F. Zapatero, “Introduction to the Economics and Mathematics of Financial Markets,” MIT Press, Cambridge, 2004.
[2]	M. Alghalith, “A New Stochastic Factor Model: General Explicit Solutions,” Applied Mathematics Letters, Vol. 22, No. 12, 2009, pp. 1852-1854. doi:10.1016/j.aml.2009.07.011
[3]	M. Alghalith, “General Closed-Form Solutions to the Dy- namic Optimization Problem in Incomplete Markets,” 2011. http://mpra.ub.uni-muenchen.de/21950/