Π-CAPM: The classical CAPM with probability weighting and skewed assets

Joost Driessen, Sebastian Ebert and Joren Koëter
Additional contact information
Joost Driessen: Tilburg University, School of Economics and Management
Joren Koëter: Tilburg University, School of Economics and Management

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2025
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... e2e9030d712/download (application/pdf)

Related works:
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: https://EconPapers.repec.org/RePEc:tiu:tiutis:9e8b74e7-8c51-4fb6-9dea-4b054f89d8cb

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().