An inter-temporal CAPM based on first order stochastic dominance
Year of publication: |
2022
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Authors: | Levy, Moshe |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 298.2022, 2 (16.4.), p. 734-739
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Subject: | CAPM | Finance | Investment horizon | Prospect Theory | Stochastic Dominance | Prospect theory | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty |
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