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Search: subject:"hyperbolic utility function"
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International CAPM
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assets pricing
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hyperbolic utility function
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negative exponential utility function
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power utility function
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risk measure
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truncated Taylor approximation
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CAPM
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CAPM with various utility functions: Theoretical developments and application to international data
Bedoui, Rihab
;
BenMabrouk, Houda
- In:
Cogent Economics & Finance
5
(
2017
)
1
,
pp. 1-21
' and
hyperbolic
utility
function
or 'HARA Utilities' (hyperbolic absolute risk aversion). In order to validate our …
Persistent link: https://www.econbiz.de/10011988769
Saved in:
2
CAPM with various utility functions : theoretical developments and application to international data
Bedoui, Rihab
;
BenMabrouk, Houda
- In:
Cogent economics & finance
5
(
2017
)
1
,
pp. 1-21
” and
hyperbolic
utility
function
or “HARA Utilities” (hyperbolic absolute risk aversion). In order to validate our …
Persistent link: https://www.econbiz.de/10011882295
Saved in:
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