Beta in linear risk tolerance economies
[size=-1]RR Grauer - Management science, 1985 - JSTOR
ROBERT R. GRAUER Department of Economics, Simon Fraser University, Burnaby, British
Columbia, Canada V5A IS6 This paper employs numerical means to examine: (i) the expected
return-beta plot in power utility Linear Risk Tolerance (LRT) economies, and (ii) whether, ...