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The Revealed Preference of Sophisticated Investors |
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| Authors: | Jesse Blocher Marat Molyboga |
| Affiliation: | 1. www.jesseblocher.com;2. Owen Graduate School of Management, Vanderbilt University, Nashville, TN 37203, USA;3. Chief Risk Officer and Director of Research, Efficient Capital Management, a PhD student at EDHEC Business School, 393 Prom. des Anglais, 06200, Nice, France;4. and Adjunct Faculty at the Stuart School of Business, Illinois Institute of Technology, Chicago, IL 60606 USA |
| Abstract: | |
| Keywords: | investor preferences benchmarks capital asset pricing model return predictability |