Testable implications of consumption-based asset pricing models with incomplete markets
Year of publication: |
2004
|
---|---|
Authors: | Krebs, Tom |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 40.2004, 1/2, p. 191-206
|
Subject: | CAPM | Unvollkommener Markt | Incomplete market | Konsumtheorie | Consumption theory |
-
Marcet, Albert, (1999)
-
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L., (1999)
-
Marcet, Albert, (1998)
- More ...
-
Macroeconomic Evaluation of Labor Market Reform in Germany
Krebs, Tom, (2013)
-
Income Risk, Income Mobility and Welfare
Krebs, Tom, (2012)
-
A macroeconomic model for the evaluation of labor market reforms
Krebs, Tom, (2010)
- More ...