Approximate CAPM when preferences are CRRA

P. Jean-Jacques Herings and Felix Kubler

No 40, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2003-01-01
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Journal Article: Approximate CAPM When Preferences are CRRA (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2003040

DOI: 10.26481/umamet.2003040

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