The RQE-CAPM : new insights about the pricing of idiosyncratic risk

Benoît Carmichael, Gilles Boevi Koumou, Kevin Moran

Year of publication:	[2021]
Authors:	Carmichael, Benoît ; Koumou, Gilles Boevi ; Moran, Kevin
Publisher:	[Montréal] : CIRANO
Subject:	Rao's Quadratic Entropy \| Mean-Variance Model \| Capital Asset Pricing Model \| Idiosyncratic Risk \| Correlation Diversiffcation \| CAPM \| Theorie \| Theory \| Risiko \| Risk \| Entropie \| Entropy \| Börsenkurs \| Share price \| Portfolio-Management \| Portfolio selection \| Korrelation \| Correlation \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation

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