The measure of relative risk aversion in the consumption CAPM with power utility
Andrei Semenov
| Year of publication: |
2006
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|---|---|
| Authors: | Semenov, Andrei |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 2, p. 111-114
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| Subject: | Risikoaversion | Risk aversion | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
| 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/10003302517