Browsing Produção Intelectual em Bases Externas by Author "Fajardo, José Manuel"

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    • On the optimal investment 

      Fajardo, José Manuel; Corcuera, José Manuel; Pamen, Olivier Menouken
      2016
      In 1988 Dybvig introduced the payoff distribution pricing model (PDPM) as an alternative to the capital asset pricing model (CAPM).Under this newparadigm agents preferences depend on the probability distribution of the ...