Aggregate investor preferences and beliefs : a comment
Year of publication: |
2013
|
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Authors: | Post, Thierry ; Kopa, Miloš |
Other Persons: | Fang, Yi (contributor) |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 23.2013, p. 187-190
|
Subject: | Stochastic dominance | Utility theory | Risk aversion | Linear programming | Market portfolio efficiency | Asset pricing | Portfolio-Management | Portfolio selection | Risikoaversion | Mathematische Optimierung | Mathematical programming | CAPM | Erwartungsnutzen | Expected utility | Anlageverhalten | Behavioural finance | Nutzentheorie | Präferenztheorie | Theory of preferences |
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