An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Robert Jarrow
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Jarrow, Robert A. |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 8.2018, 2, p. 1-33
|
| Subject: | Intertemporal CAPM | consumption CAPM | asset price bubbles | diffusion and jump processes | CAPM | Spekulationsblase | Bubbles | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139218500052 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011921983