"Separating risk and return in the CAPM: A general utility-based model."

Christian S. Pedersen (2000)

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DOI: 10.1016/S0377-2217(99)00114-9

access: closed

type: Journal Article

metadata version: 2020-02-21

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Christian S. Pedersen:
Separating risk and return in the CAPM: A general utility-based model. Eur. J. Oper. Res. 123(3): 628-639 (2000)

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