An inter-temporal CAPM based on first order stochastic dominance
type: Item
instance of: scholarly article
title: An inter-temporal CAPM based on first order stochastic dominance
zbMATH Open document ID: 1490.91187
author: Moshe Levy
published in: European Journal of Operational Research
publication date: 2022-02-22T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 7478848
zbMATH Keywords: finance
zbMATH Keywords: stochastic dominance
zbMATH Keywords: CAPM
zbMATH Keywords: prospect theory
zbMATH Keywords: investment horizon
MaRDI profile type: Publication
full work available at URL: j.ejor.2021.07.012
OpenAlex ID: W3180236477
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DOI: 10.1016/J.EJOR.2021.07.012
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description: scientific article; zbMATH DE number 7478848