A global equilibrium asset pricing model with home preference
Year of publication: |
2012
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Authors: | Solnik, Bruno ; Zuo, Luo |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 58.2012, 2, p. 273-292
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Subject: | CAPM | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Gleichgewichtstheorie | Equilibrium theory | Portfoliodiversifikation | Portfolio diversification |
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