A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences
Year of publication: |
2014
|
---|---|
Authors: | Vigna, Matteo Del |
Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 37.2014, 2, p. 341-348
|
Publisher: |
Springer |
Subject: | Asset pricing | Capital asset pricing model | Cumulative prospect theory |
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