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On CAPM and Black-Scholes differing risk-return strategies

Physica A: Statistical Mechanics and its Applications, 329(1-2): 170--177, 2003.
Authors: Joseph L. McCauley and Gemunu H. Gunaratne
URL: http://www.sciencedirect.com/science/article/B6TVG-4926VG2-7/1/43feef3db2d35e84cf0c57fec7902340
Description: Physica A
Tags: Economics
| URL | BibTeX  
@article{McCauley2003a,
title = {On CAPM and Black-Scholes differing risk-return strategies},
author = {Joseph L. McCauley and Gemunu H. Gunaratne},
day = {01},
journal = {Physica A: Statistical Mechanics and its Applications},
month = {Nov},
number = {1-2},
pages = {170--177},
url = {http://www.sciencedirect.com/science/article/B6TVG-4926VG2-7/1/43feef3db2d35e84cf0c57fec7902340},
volume = {329},
year = {2003},
description = {Physica A},
keywords = {Economics }
}