A class of models satisfying a dynamical version of the CAPM
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- Jouini, Elyes & Napp, Clotilde, 2003. "A class of models satisfying a dynamical version of the CAPM," Economics Letters, Elsevier, vol. 79(3), pages 299-304, June.
References listed on IDEAS
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More about this item
KeywordsCAPM; CCAPM; market beta; equilibrium; financial markets;
StatisticsAccess and download statistics
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