The CAPM and the risk appetite index; theoretical differences and empirical similarities
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References listed on IDEAS
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More about this item
KeywordsCAPM; risk aversion;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-05-13 (All new papers)
- NEP-CFN-2006-05-13 (Corporate Finance)
- NEP-FIN-2006-05-13 (Finance)
- NEP-FMK-2006-05-13 (Financial Markets)
- NEP-UPT-2006-05-13 (Utility Models & Prospect Theory)
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