Asset pricing from primitives : closed form solutions to asset prices, consumption, and portfolio demands
Year of publication: |
2005
|
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Authors: | Athanasoulis, Stefano |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 29.2005, 3, p. 423-447
|
Subject: | CAPM | Unvollkommener Markt | Incomplete market | Lohn | Wages | Privater Konsum | Private consumption | Portfolio-Management | Portfolio selection | Theorie | Theory | USA | United States | 1950-2001 |
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