Adjusting consumption based capital asset pricing model within the framework of an open economy : the case of Iran
Year of publication: |
2017
|
---|---|
Authors: | Bahrami, Jaber ; Pahlavani, Mosayeb ; Roshan, Reza ; Rasekhi, Saeed |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 3, p. 309-317
|
Subject: | Recursive Utility | Risk Aversion | Elasticity of Substitution | Consumption Based Capital Asset Pricing Model | Generalized Method of Moments | CAPM | Iran | Schätzung | Estimation | Risikoprämie | Risk premium | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Konsumtheorie | Consumption theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Substitutionselastizität | Elasticity of substitution |
-
Faria, Adriano, (2016)
-
The sensitivity of risk premiums to the elasticity of intertemporal substitution
Wu, Zhiting, (2024)
-
Robust inference in the capital asset pricing model using the multivariate t-distribution
Galea, Manuel, (2020)
- More ...
-
Pahlavani, Mosayeb, (2005)
-
Analysing the trade-GDP nexus in Iran : a bounds testing approach
Pahlavani, Mosayeb, (2005)
-
Sources of economic growth in Iran : a cointegration analysis in the presence of structural breaks
Pahlavani, Mosayeb, (2005)
- More ...