A note on capital asset pricing and heterogeneous taxes
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- Kruschwitz, Lutz & Löffler, Andreas, 2009. "Do taxes matter in the CAPM?," arqus Discussion Papers in Quantitative Tax Research 73, arqus - Arbeitskreis Quantitative Steuerlehre.
- Levy, Haim & Levy, Moshe, 2009. "The safety first expected utility model: Experimental evidence and economic implications," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1494-1506, August.
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- repec:spr:busres:v:11:y:2018:i:1:d:10.1007_s40685-017-0058-7 is not listed on IDEAS
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KeywordsCost of capital Heterogeneous taxes CAPM After-tax beta;
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