Asset Pricing Models

Paskalis Glabadanidis

Chapter 1 in Absence of Arbitrage Valuation, 2014, pp 1-13 from Palgrave Macmillan

Abstract: Abstract Consider investing a current value of V0 for T periods at the compound periodic rate of r. The future value of the initial investment is given simply by the following: 1.1 V T = V 0 ( 1 + r ) T . ]]

Keywords: Excess Return; Sharpe Ratio; Asset Price Model; Arbitrage Opportunity; Arbitrage Price Theory (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-37287-1_1

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DOI: 10.1057/9781137372871_1

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