Approximate CAPM when preferences are CRRA

P.J.J. Herings; F. Kubler

doi:10.1007/s10614-006-9061-3

Approximate CAPM when preferences are CRRA

P.J.J. Herings
, F. Kubler

Research output: Contribution to journal › Article › Scientific › peer-review

3 Citations (Scopus)

14 Downloads (Pure)

Original language	English
Journal	Computational Economics
Volume	29
Issue number	1
DOIs	https://doi.org/10.1007/s10614-006-9061-3
Publication status	Published - 2007
Externally published	Yes

Keywords

Asset Pricing
General equilibrium
Incomplete markets

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10.1007/s10614-006-9061-3

s10614-006-9061-3Final published version, 263 KB

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AU - Kubler, F.

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KW - General equilibrium

KW - Incomplete markets

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VL - 29

JO - Computational Economics

JF - Computational Economics

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Approximate CAPM when preferences are CRRA

Keywords

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