Asset market equilibrium with liquidity risk
Year of publication: |
May 2018
|
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Authors: | Jarrow, Robert A. |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 14.2018, 2, p. 253-288
|
Subject: | Liquidity risk | Asset market equilibrium | Systematic risk | Intertemporal CAPM | Consumption CAPM | Theorie | Theory | CAPM | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Risiko | Risk |
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