A testable version of the Pareto-Stable CAPM

DOI10.1016/S0895-7177(99)00093-XzbMath1014.91047OpenAlexW2061600646MaRDI QIDQ699422

B. Gamrowski, Svetlozar T. Rachev

Publication date: 6 October 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0895-7177(99)00093-x

zbMATH Keywords

stable lawscapital asset pricing modelrisk measures

Mathematics Subject Classification ID

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