Asset pricing in a pure exchange economy with heterogeneous investors
Year of publication: |
2020
|
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Authors: | Ruan, Xinfeng ; Zhang, Jin E. |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 4, p. 605-634
|
Subject: | Asset pricing | Heterogeneous preferences | Equilibrium | Perturbation methods | CAPM | Gleichgewichtstheorie | Equilibrium theory | Allgemeines Gleichgewicht | General equilibrium | Portfolio-Management | Portfolio selection | Präferenztheorie | Theory of preferences | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics |
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