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

European Journal of Operational Research

Volumn 123, Issue 3, 2000, Pages 628-639

  Pedersen, Christian S ^a  

^a TRINITY COLLEGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

DECISION THEORY; FINANCE; RISK MANAGEMENT;

CAPITAL ASSET PRICING MODEL (CAPM); RISK-RETURN SEPARATION;

OPERATIONS RESEARCH;

EID: 0033747470     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(99)00114-9     Document Type: Article

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