A New Method of Estimating the Asset Rate of Return
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Abstract: We present a new consumption-based method of estimating the asset rate of return.
Keywords:
Return,
Investment,
Portfolio,
Asset,
Stochastic,
Consumption CAPM
Cite this paper:
nullM. 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/