Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints
Year of publication: |
2013
|
---|---|
Authors: | Chabakauri, Georgy |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 12, p. 3104-3141
|
Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Neue klassische Makroökonomik | New classical macroeconomics | Aktie | Share | Risikoaversion | Risk aversion | Kreditrationierung | Credit rationing | Kapitalmarktrendite | Capital market returns | Korrelation | Correlation | Volatilität | Volatility | Theorie | Theory |
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