An alternative representation of the C-CAPM with higher-order risks
Year of publication: |
2024
|
---|---|
Authors: | Dionne, Georges ; Li, Jingyuan ; Okou, Cédric |
Subject: | C-CAPM | Equity risk premium | Expectation dependence | Higher-order risk | Variance risk premium | Risikoprämie | Risk premium | CAPM | Theorie | Theory | Risiko | Risk | Entscheidung unter Risiko | Decision under risk |
Description of contents: | Description [link.springer.com] |
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