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Approximate CAPM When Preferences Are CRRA
P.J.J. Herings
*
, F. Kubler
*
Corresponding author for this work
Microeconomics & Public Economics
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equilibrium
100%
approximations
100%
risks
33%
errors
33%
benchmarks
33%
market
33%
utilities
33%
economy
33%
assets
33%
capital
33%
specifications
33%
Keyphrases
Pricing Formulae
100%
Capm
66%
Large Classes
33%
Dividends
33%
Endowment
33%
General Equilibrium Model
33%
Models of Financial Markets
33%
Capital Asset Pricing
33%
Constant Relative Risk Aversion
33%
Pricing Errors
33%
Economics, Econometrics and Finance
CAPM
100%
Financial Market
50%
General Equilibrium
50%
Equilibrium Model
50%