Accounting and Finance Seminar: Joost Driessen, Tilburg University, School of Economics and Management
Title: Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets
Info about event
Time
Location
Fuglesangs Allé 4, 8210 Aarhus V, Building 2632, Room 242
Organizer
Christoph Merkle
Presenter: Joost Driessen, Tilburg University, School of Economics and Management
Title: Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets
Area of research: Liquidity and Asset Pricing, Derivative Markets, Corporate Bonds and Credit Risk, and Long-term Portfolio Choice
Host: Charlotte Christiansen