Stocks for the log-run and constant relative risk aversion preferences (Q1740568)
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scientific article; zbMATH DE number 7049440
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stocks for the log-run and constant relative risk aversion preferences |
scientific article; zbMATH DE number 7049440 |
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Stocks for the log-run and constant relative risk aversion preferences (English)
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30 April 2019
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finance
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stocks for the long-run
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CRRA preferences
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almost stochastic dominance
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CAPM
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0.8396917581558228
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0.7570980787277222
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0.7559762001037598
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0.7414711117744446
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0.7413223385810852
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