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Stocks for the log-run and constant relative risk aversion preferences - MaRDI portal

Stocks for the log-run and constant relative risk aversion preferences (Q1740568)

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scientific article; zbMATH DE number 7049440
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Stocks for the log-run and constant relative risk aversion preferences
scientific article; zbMATH DE number 7049440

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    Stocks for the log-run and constant relative risk aversion preferences (English)
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    30 April 2019
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    finance
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    stocks for the long-run
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    CRRA preferences
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    almost stochastic dominance
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    CAPM
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