Share This Article:

A New Method of Estimating the Asset Rate of Return

DOI: 10.4236/tel.2011.11001    3,860 Downloads   9,177 Views  

ABSTRACT

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

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

M. Alghalith and T. Polius, "A New Method of Estimating the Asset Rate of Return," Theoretical Economics Letters, Vol. 1 No. 1, 2011, pp. 1-2. doi: 10.4236/tel.2011.11001.

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/

  
comments powered by Disqus

Copyright © 2019 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.