Risk aversion and intertemporal substitution in the capital asset pricing model
Year of publication: |
1989
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Authors: | Giovannini, Alberto ; Weil, Philippe |
Publisher: |
Cambridge, MA |
Subject: | CAPM | Risikoaversion | Risk aversion | Theorie | Theory | Portfolio-Management | Portfolio selection |
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Risk Aversion and Intertemporal Substitution in the Capital Asset Pricing Model
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