Asset pricing with undiversifiable income risk and short sales constraints : deepening the equity premium puzzle
Year of publication: |
1994
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Authors: | Lucas, Deborah J. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 34.1994, 3, p. 325-341
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Subject: | CAPM | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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