Replication Code and Data for: "Pi-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets", Driessen, Ebert and Koëter (2025)
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下载链接：
https://doi.org/10.7910/DVN/SXCNUN
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资源简介：
This package provides MATLAB (version R2021B) codes and pseudo data to reproduce the figures and tables in Driessen, Ebert and Koëter (2025).
创建时间：
2025-01-30
