The role of risk aversion in the capital asset pricing model

DOI10.1007/BF01719474zbMath0800.90068MaRDI QIDQ1331811

Hans Schneeweiss

Publication date: 29 August 1994

Published in: OR Spektrum (Search for Journal in Brave)

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• A characterization of the distributions that imply mean-variance utility functions
• Risk Aversion in the Small and in the Large
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