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  Developing a Measurement Model for the Sensitivity Analysis of Asset Returns with Regard to Beta Index of Exchange Rate in the Context of the Modified Capital Asset Pricing Model

  Writer : Alizadeh، Reza ؛ Abdoli، Mohammadreza ؛ Corresponding Author : Dehdar، Farhad ؛

  Journal:Advances in Mathematical Finance and Applications»Summer 2021, Volume 6 - Issue 3 Ranking الف (Ministry of Science/ISC (‎19 page(s) - From 515 to 533 )

  Keywords:GMM MethodRisk AversionRecursive UtilityElasticity of SubstitutionCCAPM

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