Construct · 1 fields · 1 citations

good-deal bounds: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
good-dealbounds1 CONSTRUCTGood-deal boundsCOCHRANE · ASSET PRICING

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Asset pricing

price bounds for assets in incomplete markets obtained by ruling out opportunities with implausibly high Sharpe ratios rather than only arbitrage.

In asset pricing, good-deal bounds refers to price bounds for assets in incomplete markets obtained by ruling out opportunities with implausibly high Sharpe ratios rather than only arbitrage. This meaning comes from Cochrane (2000) in Journal of Political Economy.[1]

Unit
Recovery means
Measured by

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Nearby constructs

arbitrage3 fields · 3 citationsjingle · one word, three constructsasset2 fields · 2 citationsjingle · one word, two constructs

References

  1. Cochrane, J. H., & Saa‐Requejo, J. (2000). Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets. Journal of Political Economy, 108(1), 79-119. https://doi.org/10.1086/262112

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