An Information-Theoretic Asset Pricing Model: A One Factor Benchmark Model for Asset Pricing

Anisha Ghosh, Christian Julliard, Alex P. Taylor

Research output: Preprint/Working paper › Working paper

Abstract

Presented at EEA Manchester, 2019. Revise and resubmit at Management Science.

Original language	English
Publication status	Unpublished - Apr 2019

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title = "An Information-Theoretic Asset Pricing Model: A One Factor Benchmark Model for Asset Pricing",

abstract = "Presented at EEA Manchester, 2019. Revise and resubmit at Management Science.",

author = "Anisha Ghosh and Christian Julliard and Taylor, {Alex P.}",

year = "2019",

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AB - Presented at EEA Manchester, 2019. Revise and resubmit at Management Science.

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