Adjusting consumption based capital asset pricing model within the framework of an open economy : the case of Iran
Year of publication: |
2017
|
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Authors: | Bahrami, Jaber ; Pahlavani, Mosayeb ; Roshan, Reza ; Rasekhi, Saeed |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 3, p. 309-317
|
Subject: | Recursive Utility | Risk Aversion | Elasticity of Substitution | Consumption Based Capital Asset Pricing Model | Generalized Method of Moments | CAPM | Risikoaversion | Risk aversion | Momentenmethode | Method of moments | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory |
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