The Capital Asset Pricing Model with Diverse Holding Periods (Q4032485)
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scientific article; zbMATH DE number 149821
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|---|---|---|---|
| default for all languages | No label defined |
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| English | The Capital Asset Pricing Model with Diverse Holding Periods |
scientific article; zbMATH DE number 149821 |
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The Capital Asset Pricing Model with Diverse Holding Periods (English)
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1 April 1993
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capital asset pricing model
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stochastic dominance
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portfolio rebalancing
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quadratic preferences
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0.7452548742294312
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0.7378003001213074
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0.7348657846450806
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0.7338851690292358
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0.7329686284065247
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