Capital Asset Market Equilibrium With Liquidity Risk, Trading Constraints, and Asset Price Bubbles
Year of publication: |
2018
|
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Authors: | Jarrow, Robert A. |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Spekulationsblase | Bubbles | CAPM | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Liquiditätsbeschränkung | Liquidity constraint |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 15, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3107176 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; D53 - Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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