w-MPS risk aversion and the CAPM
Year of publication: |
2013
|
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Authors: | Boyle, Phelim P. ; Ma, Chenghu |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 3.2013, 6, p. 306-316
|
Subject: | CAPM | w-MPS | Risk Aversion | Infinite & Incomplete Market | Non-Gaussian Returns | Theorie | Theory | Risikoaversion | Risk aversion | Unvollkommener Markt | Incomplete market | Kapitaleinkommen | Capital income | Risiko | Risk |
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