"w-MPS Risk Aversion and the CAPM"
written by Phelim P. Boyle, Chenghu Ma,
published by Theoretical Economics Letters, Vol.3 No.6, 2013
has been cited by the following article(s):
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[1] Margins on short sales and equilibrium price indeterminacy
Journal of Mathematical Economics, 2017
[2] w-MPS risk aversion and the shadow CAPM: theory and empirical evidence
The European Journal of Finance, 2015
[3] w-MPS Risk Aversion and the CAPM
Available at SSRN 1832004, 2011
[4] Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
European Journal of Operational Research.Elsevier, 2010