Separating risk and return in the CAPM: A general utility-based model (Q1572987)
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scientific article; zbMATH DE number 1484903
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| English | Separating risk and return in the CAPM: A general utility-based model |
scientific article; zbMATH DE number 1484903 |
Statements
Separating risk and return in the CAPM: A general utility-based model (English)
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6 August 2000
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finance
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decision theory
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risk-return separation
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capital asset pricing model
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utility function
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trade-offs
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0.7653492093086243
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0.7578335404396057
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0.7360504865646362
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0.7310969233512878
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0.7288715839385986
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