The CAPM and the Risk Appetite Index: Theoretical Differences, Empirical Similarities, and Implementation Problems

By Marcello Pericoli, M. Sbracia. 2009

167 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/119916051570768d8351bf2f5c37c022860ff22f