Approximate CAPM When Preferences are CRRA
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- Herings, P.J.J. & Kubler, F., 2003. "Approximate CAPM when preferences are CRRA," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Herings P. Jean-Jacques & Kubler Felix, 2003. "Approximate CAPM When Preferences Are CRRA," Research Memorandum 064, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
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More about this item
Keywordsasset pricing; general equilibrium; incomplete markets; D52; D58; G11; G12;
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D58 - Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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