Coupled projects, core imputations, and the CAPM
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Publication:443759
DOI10.1016/J.JMATECO.2012.03.002zbMATH Open1244.91040OpenAlexW1998121988MaRDI QIDQ443759FDOQ443759
Authors: Sjur Didrik Flåm
Publication date: 13 August 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.03.002
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transferable utilitycore solutiontwo-fund separationshadow pricecapital asset pricingvariance aversion
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- Pricing related projects
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