Title of article
What kind of new asset will push up the CML?
Author/Authors
Zhang، نويسنده , , Bo، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
7
From page
539
To page
545
Abstract
This paper is to give a necessary and sufficient condition for the CML to be push up after a new asset is introduced into the capital market which improves the result in Cox et al. [Astin Bull. 30 (1) (2000) 157].
Keywords
CAPM , CML , securitization , Insurance risk , No-arbitrage
Journal title
Insurance Mathematics and Economics
Serial Year
2004
Journal title
Insurance Mathematics and Economics
Record number
1542776
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