Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation

Journal of Risk

Volumn 15, Issue 1, 2012, Pages 45-70

  Kalinchenko, Konstantin ^a   Uryasev, Stan ^a   Tyrrell Rockafellar, R ^b  

^a J Crayton Pruitt Family Department of Biomedical Engineering   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84973582625     PISSN: 14651211     EISSN: 17552842     Source Type: Journal    
DOI: 10.21314/JOR.2012.249     Document Type: Article

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