Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs
Year of publication: |
2019
|
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Authors: | Buss, Adrian |
Other Persons: | Uppal, Raman (contributor) ; Vilkov, Grigory (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | CAPM | Allgemeines Gleichgewicht | General equilibrium |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Series: | INSEAD Working Paper ; No. 2014/01/FIN |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 18, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2366296 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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