Adjusting consumption based capital asset pricing model within the framework of an open economy : the case of Iran
Jaber Bahrami, Mosayeb Pahlavani, Reza Roshan, Saeed Rasekhi
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011819900