Equilibrium in securities markets with heterogeneous investors and unspanned income risk
Year of publication: |
2012
|
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Authors: | Christensen, Peter Ove ; Munk, Claus |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 147.2012, 3, p. 1035-1063
|
Subject: | CAPM | Risikoprämie | Risk premium | Unvollkommener Markt | Incomplete market | Einkommen | Income | Risiko | Risk | Börsenkurs | Share price | Zins | Interest rate | Theorie | Theory |
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