Antonio E Bernardo
Biographic Data
| ID | 5849459 |
|---|---|
| NAME | Antonio E Bernardo |
| GIVEN NAMES | Antonio E |
| FAMILY NAME | Bernardo |
| SIGNATURE | BERNARDO A E |
| AFFILIATIONS | University of California, Los Angeles |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2000 |
| LATEST PUBLICATION YEAR | 2000 |
| H-INDEX | 1 |
Gain, Loss, and Asset Pricing
We develop an approach to asset pricing in incomplete markets that bridges the gap between the two fundamental approaches in finance: model‐based pricing and pricing by no arbitrage. We strengthen the absence of arbtrage assumption by precluding investment opportunities whose attractiveness to a benchmark investor exceeds a specified threshold. In our framework, the attractiveness of an investment opportunity is measured by the gain‐loss ratio. W…
Gain, Loss, and Asset Pricing
We develop an approach to asset pricing in incomplete markets that bridges the gap between the two fundamental approaches in finance: model‐based pricing and pricing by no arbitrage. We strengthen the absence of arbtrage assumption by precluding investment opportunities whose attractiveness to a benchmark investor exceeds a specified threshold. In our framework, the attractiveness of an investment opportunity is measured by the gain‐loss ratio. W…
Gain, Loss, and Asset Pricing
We develop an approach to asset pricing in incomplete markets that bridges the gap between the two fundamental approaches in finance: model‐based pricing and pricing by no arbitrage. We strengthen the absence of arbtrage assumption by precluding investment opportunities whose attractiveness to a benchmark investor exceeds a specified threshold. In our framework, the attractiveness of an investment opportunity is measured by the gain‐loss ratio. W…
Arbitrage (1 work) · Capital asset pricing model (1 work) · Econometrics (1 work) · Economic theories and models (1 work) · Economics (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · Investment (military (1 work) · Investment theory (1 work) · Limiting (1 work)