A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences (Q2343103)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences |
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A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences (English)
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4 May 2015
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asset pricing
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capital asset pricing model
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cumulative prospect theory
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