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Approximate CAPM when preferences are CRRA
Herings, Peter Jean-Jacques; Kubler, Felix - In: Computational economics 29 (2007) 1, pp. 13-31
Persistent link: https://www.econbiz.de/10003440970
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Computing Equilibria in Stochastic Finance Economies
Kubler, Felix; Schmedders, Karl - In: Computational economics 15 (2000) 1, pp. 145
Persistent link: https://www.econbiz.de/10007050793
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Approximate CAPM When Preferences are CRRA
Herings, P.Jean-jacques; Kubler, Felix - In: Computational economics 29 (2007) 1, pp. 13-32
Persistent link: https://www.econbiz.de/10007605190