Approximate CAPM when preferences are CRRA

P.J.J. Herings, F. Kubler

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
8 Downloads (Pure)
Original languageEnglish
JournalComputational Economics
Volume29
Issue number1
DOIs
Publication statusPublished - 2007
Externally publishedYes

Keywords

  • Asset Pricing
  • General equilibrium
  • Incomplete markets

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