DOES CONSTANT RELATIVE RISK AVERSION IMPLY ASSET DEMANDS THAT ARE LINEAR IN EXPECTED RETURNS?

Anthony S. Courakis

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Financial Markets and Investment Strategies Decision-Making and Behavioral Economics Economic theories and models

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ANTHONY S. COURAKIS; DOES CONSTANT RELATIVE RISK AVERSION IMPLY ASSET DEMANDS THAT ARE LINEAR IN EXPECTED RETURNS?, Oxford Economic Papers, Volume 41, Issue 1,

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1972Essays in the Theory of Risk-Bearing.1982Lectures in Public Economics.1968Pitfalls in Financial Model-Building 1989The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money 1985Portfolio Crowding-Out, Empirically Estimated 1978Price Inflation, Portfolio Choice, and Nominal Interest Rates 1981The Determinants of the Treasury Security Yield Curve 1974CLEARING BANK ASSET CHOICE BEHAVIOUR: A MEAN VARIANCE TREATMENT*

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