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The 4-CAPM: in between Asset Pricing and Asset Allocation

Bertrand Maillet and Emmanuel Jurczenko
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Emmanuel Jurczenko: ESCP-EAP - ESCP-EAP - Ecole Supérieure de Commerce de Paris

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Date: 2006
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-00308994
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Published in Multi-moment Asset Allocation and Pricing Models, Wiley, pp.113-164, 2006

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