Infinite horizon CAPM equilibrium
Year of publication: |
1999-11-22
|
---|---|
Authors: | Magill, Michael ; Quinzii, Martine |
Published in: |
Economic Theory. - Springer. - Vol. 15.2000, 1, p. 103-138
|
Publisher: |
Springer |
Subject: | CAPM equilibrium | Consumption smoothing | Incomplete markets | Markov economy |
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