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An inter-temporal CAPM based on First order Stochastic Dominance
Moshe Levy
BA Business Department
Research output
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Article
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peer-review
5
Scopus citations
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Keyphrases
Intertemporal Capital Asset Pricing Model
100%
First-order Stochastic Dominance
100%
Risk-averse
66%
Dynamic Programming
33%
Prospect Theory
33%
Utility Function
33%
Stochastic Dominance
33%
Level Model
33%
Dominance Criteria
33%
Level of Aspiration
33%
Investment Horizon
33%
Social Sciences
Investors
100%
Stochastics
100%
Asset Pricing
100%
Capital Assets
100%
Dynamic Programming
33%
Prospect Theory
33%
Computer Science
Stochastic Dominance
100%
Capital Asset Pricing Model
100%
Dynamic Programming
33%
Utility Function
33%
Investment Horizon
33%
Aspiration Level
33%
Experimental Evidence
33%
Economics, Econometrics and Finance
Investors
100%
CAPM
100%
Prospect Theory
33%
Utility Function
33%
Dynamic Programming
33%
Psychology
Prospect Theory
100%