Separating risk and return in the CAPM: A general utility-based model
Article Abstract:
A utility-based model is presented as an extension to the Capital Asset Pricing Model.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2000
Utility theory, Utility functions
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2000
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Subscript-free modeling languages: A tool for facilitating the formulation and use of models
Article Abstract:
A subscript-free modeling language is presented.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2000
Optimization theory, Mathematical programming
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2000
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Subjects list: Operations research, Management science, Models, Usage
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