Stocks for the log-run and constant relative risk aversion preferences
type: Item
instance of: scholarly article
title: Stocks for the log-run and constant relative risk aversion preferences
zbMATH Open document ID: 1431.91363
author: Moshe Levy
published in: European Journal of Operational Research
publication date: 2019-04-30T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7049440
zbMATH Keywords: finance
zbMATH Keywords: stocks for the long-run
zbMATH Keywords: CRRA preferences
zbMATH Keywords: almost stochastic dominance
zbMATH Keywords: CAPM
MaRDI profile type: Publication
full work available at URL: j.ejor.2019.03.033
OpenAlex ID: W2926801913
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Wikidata QID: Q128145559
DOI: 10.1016/J.EJOR.2019.03.033
description: scientific article; zbMATH DE number 7049440