W-MPS Risk Aversion and the Shadow CAPM : Theory and Empirical Evidence
Year of publication: |
2016
|
---|---|
Authors: | Huang, Lin |
Other Persons: | Ma, Chenghu (contributor) ; Nakata, Hiroyuki (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | CAPM | Schätzung | Estimation | Theorie | Theory | Risikoaversion | Risk aversion |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2841120 [DOI] |
Classification: | G12 - Asset Pricing ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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