@techreport{Franke2001Heter-11786,
  year={2001},
  series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie},
  title={Heterogeneity of investors and asset pricing in a risk-value world},
  number={2001/08},
  author={Franke, Günter and Weber, Martin}
}

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    <dcterms:abstract xml:lang="eng">Portfolio choice and the implied asset pricing are usually derived assuming maximization of expected utility. In this paper, they are derived from risk-value models which generalize the Markowitz-model. We use behaviorally based risk measure with an endogenous or exogenous benchmark</dcterms:abstract>
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