w-MPS risk aversion and the CAPM
Phelim P. Boyle; Chenghu Ma
| Year of publication: |
2013
|
|---|---|
| Authors: | Boyle, Phelim P. ; Ma, Chenghu |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 3.2013, 6, p. 306-316
|
| Subject: | CAPM | w-MPS | Risk Aversion | Infinite & Incomplete Market | Non-Gaussian Returns | Risikoaversion | Risk aversion | Theorie | Theory | Unvollkommener Markt | Incomplete market | Kapitaleinkommen | Capital income |
| 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/10010257467