Theory and Empirics of Prospect Capital Asset Pricing Model
A proposed model suggests investors seek a balance between expected returns, variance, and skewness, significantly affecting stock prices, especially among less experienced investors.
Featured in No. 15 on 14 Sep 2023 ·
- Released
- 27 Dec 2022
- First featured
- No. 15 · 14 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4569590
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