Approximate CAPM when preferences are CRRA

P. Jean-Jacques Herings () and Felix Kubler ()

Open Access publications from Maastricht University from Maastricht University

Date: 2007
References: Add references at CitEc
Citations Track citations by RSS feed

Published in Computational economics (2007) v.29, p.13-31

Downloads: (external link)
http://arno.unimaas.nl/show.cgi?fid=8927 (application/pdf)

Related works:
Journal Article: Approximate CAPM When Preferences are CRRA (2007)
Working Paper: Approximate CAPM When Preferences Are CRRA (2003)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:ner:maastr:urn:nbn:nl:ui:27-12150

Access Statistics for this paper

More papers in Open Access publications from Maastricht University from Maastricht University
Series data maintained by J.Odekerken ().