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1
More on beta as a random coefficient
Alexander, Gordon J.
;
Benson, P. George
- In:
Journal of financial and quantitative analysis : JFQA
17
(
1982
)
1
,
pp. 27-36
Persistent link: https://www.econbiz.de/10001823983
Saved in:
2
Modern portfolio
theory
and investment analysis
Elton, Edwin J.
;
Gruber, Martin Jay
-
1981
Persistent link: https://www.econbiz.de/10000073912
Saved in:
3
Foundations of finance : portfolio decisions and securities prices
Fama, Eugene F.
-
1976
Persistent link: https://www.econbiz.de/10000091877
Saved in:
4
Intertemporal capital asset pricing and the term structure of interest rates
Marsh, Terry Alan
-
1981
Persistent link: https://www.econbiz.de/10002439237
Saved in:
5
A model for the valuation of corporate bonds
Swensen, David Frederick
-
1980
Persistent link: https://www.econbiz.de/10002888968
Saved in:
6
Disentangling the coefficient of relative risk aversion from the elasticity of intertemporal substitution : an irrelevance result
Kocherlakota, Narayana Rao
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 175-190
Persistent link: https://www.econbiz.de/10001084199
Saved in:
7
Time-varying risk preference and consumption asset pricing model
Ahn, Chang-mo
- In:
Research in finance
9
(
1991
),
pp. 21-36
Persistent link: https://www.econbiz.de/10001120696
Saved in:
8
A statistical inquiry into the plausibility of recursive utility
Gallant, A. Ronald
;
Hong, Han
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 523-559
Persistent link: https://www.econbiz.de/10003570720
Saved in:
9
Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A.
- In:
Journal of financial and quantitative analysis : JFQA
18
(
1983
)
4
,
pp. 411-424
Persistent link: https://www.econbiz.de/10001815100
Saved in:
10
Investment portfolio behavior of non-life insurers : a utility analysis ; rev. 25.5.1984
Briys, Eric P.
- In:
Insurance / Mathematics & economics
4
(
1985
)
2
,
pp. 93-98
Persistent link: https://www.econbiz.de/10001947596
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