Capital asset pricing model and the risk appetite index : theoretical differences, empirical similarities and implementation problems
Year of publication: |
2009
|
---|---|
Authors: | Pericoli, Marcello ; Sbracia, Massimo |
Published in: |
International finance. - Oxford : Wiley-Blackwell, ISSN 1367-0271, ZDB-ID 1406105-3. - Vol. 12.2009, 2, p. 123-150
|
Subject: | CAPM | Risikoaversion | Risk aversion |
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