The Capital Asset Pricing Model with Diverse Holding Periods (Q4032485)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Capital Asset Pricing Model with Diverse Holding Periods |
scientific article |
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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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