Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints
Year of publication: |
October 2015
|
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Authors: | Chabakauri, Georgy |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 75.2015, p. 21-34
|
Subject: | Heterogeneous investors | Borrowing constraints | Short-sale constraints | Limited participation | Volatility | CAPM | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Liquiditätsbeschränkung | Liquidity constraint | Volatilität | Finanzmarkt | Financial market | Kapitalmarkttheorie | Financial economics |
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