Approximate CAPM when preferences are CRRA (Q883129)
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scientific article; zbMATH DE number 5159776
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Approximate CAPM when preferences are CRRA |
scientific article; zbMATH DE number 5159776 |
Statements
Approximate CAPM when preferences are CRRA (English)
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31 May 2007
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asset pricing
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general equilibrium
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incomplete markets
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0.7783964276313782
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0.7746942043304443
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0.7545254230499268
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0.7531601190567017
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0.7529041171073914
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