Read more at: Cambridge Finance Workshop - Sebastian Ebert
Cambridge Finance Workshop - Sebastian Ebert
Sebastian Ebert (Frankfurt School of Finance & Management) Pi-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets By Joost Driessen, Sebastian Ebert and Joren Koeter Abstract: We study asset prices in a generalized mean-variance framework that allows for probability weighting (the idea that investors...
Thursday, 11 November, 2021 - 13:00