Empirical selection of optimal portfolios and its influence in the estimation of Kreps-Porteus utility function parameters
Adriano Faria, Rafael Ornelas, Caio Almeida
| Year of publication: |
may 2016
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| Authors: | Faria, Adriano ; Ornelas, Rafael ; Almeida, Caio |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 36.2016, 1, p. 43-62
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| Subject: | CCAPM | Risk aversion | Equity premium puzzle | GMM | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Nutzenfunktion | Utility function | CAPM | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Momentenmethode | Method of moments | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/bre.v36n12016.51595 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538973