scholarly journals Normative properties of stock market equilibrium with moral hazard

2008 ◽  
Vol 44 (7-8) ◽  
pp. 785-806 ◽  
Author(s):  
Michael Magill ◽  
Martine Quinzii
Keyword(s):  
Stock Market ◽  
Moral Hazard ◽  
Market Equilibrium

Credit Market Equilibrium with Bank Monitoring and Moral Hazard

1993 ◽  
Vol 6 (1) ◽  
pp. 213-232 ◽  
Author(s):  
David Besanko ◽  
George Kanatas
Keyword(s):  
Moral Hazard ◽  
Market Equilibrium ◽  
Credit Market ◽  
Bank Monitoring

The Black-Litterman Model for Portfolio Optimization on Vietnam Stock Market

2020 ◽  
Vol 28 (Supp01) ◽  
pp. 99-111
Author(s):  
Bao Quoc Ta ◽  
Thao Vuong
Keyword(s):  
Stock Market ◽  
Portfolio Optimization ◽  
Portfolio Management ◽  
Asset Allocation ◽  
Market Equilibrium ◽  
Management Model ◽  
Optimal Portfolios ◽  
Allocation Model ◽  
Allocation Process ◽  
Allocation Decisions

The Black-Litterman asset allocation model is an extended portfolio management model to construct optimal portfolios by combining the market equilibrium with investor views into asset allocation decisions. In this paper we apply Black-Litterman model for portfolio optimization on Vietnames stock market. We chose ARIMA methodology utilized in financial econonometrics to predict the views of investor which are used as inputs of the Black-Litterman asset allocation process to find optimal portfolio and weights.

scholarly journals The Inefficiency of the Stock Market Equilibrium

1982 ◽  
Vol 49 (2) ◽  
pp. 241 ◽  
Author(s):  
Joseph E. Stiglitz
Keyword(s):  
Stock Market ◽  
Market Equilibrium

scholarly journals Moral Hazard and The US Stock Market: Analysing the ‘Greenspan Put'

2002 ◽  
Vol 112 (478) ◽  
pp. C171-C186 ◽  
Author(s):  
Marcus Miller ◽  
Paul Weller ◽  
Lei Zhang
Keyword(s):  
Stock Market ◽  
Moral Hazard ◽  
The Us
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