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~isPartOf:"Journal of economic theory"
~person:"Barillas, Francisco"
~person:"Chambers, Robert G."
~person:"Wang, Yajun"
~subject:"CAPM"
~subject:"Modellbildung"
~subject:"Portfolio selection"
~subject:"Risk premium"
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CAPM
Modellbildung
Portfolio selection
Risk premium
Risikoaversion
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3
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2
CAPM excess return formula
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Barillas, Francisco
Chambers, Robert G.
Wang, Yajun
Quiggin, John C.
2
Schlesinger, Harris
2
Cherbonnier, Frédéric
1
Dybvig, Philip H.
1
Easley, David
1
Eeckhoudt, Louis R.
1
Franke, Günter
1
Gollier, Christian
1
Grant, Simon
1
Hansen, Lars Peter
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Hara, Chiaki
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1
Laeven, Roger J. A.
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1
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1
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1
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1
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Journal of economic theory
RSMG working paper series / R
1
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ECONIS (ZBW)
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1
A two-parameter model of dispersion aversion
Chambers, Robert G.
;
Grant, Simon
;
Polak, Ben
;
Quiggin, …
- In:
Journal of economic theory
150
(
2014
),
pp. 611-641
Persistent link: https://www.econbiz.de/10010360468
Saved in:
2
Increases in risk aversion and the distribution of portfolio payoffs
Dybvig, Philip H.
;
Wang, Yajun
- In:
Journal of economic theory
147
(
2012
)
3
,
pp. 1222-1246
Persistent link: https://www.econbiz.de/10009626728
Saved in:
3
Doubts or variability?
Barillas, Francisco
;
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of economic theory
144
(
2009
)
6
,
pp. 2388-2418
Persistent link: https://www.econbiz.de/10003938058
Saved in:
4
Invariant risk attitudes
Quiggin, John C.
;
Chambers, Robert G.
- In:
Journal of economic theory
117
(
2004
)
1
,
pp. 96-118
Persistent link: https://www.econbiz.de/10002150332
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