Equilibria in the CAPM with non-tradeable endowments
Year of publication: |
2018
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Authors: | Koch Medina, Pablo ; Wenzelburger, Jan |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 75.2018, p. 93-107
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Subject: | Equilibrium | Incomplete markets | Non-tradeable endowments | Portfolio choice | Risk aversion | Theorie | Theory | Gleichgewichtsmodell | Equilibrium model | Portfolio-Management | Portfolio selection | Risikoaversion | CAPM | Unvollkommener Markt | Incomplete market |
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