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Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences
CONSTANTINIDES, GEORGE M.; ZARIPHOPOULOU, THALEIA - Center for Research in Security Prices (CRSP), Booth …
Persistent link: https://www.econbiz.de/10005794735
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Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
BRAV, ALON; CONSTANTINIDES, GEORGE M.; GECZY, CHRISTOPHER C. - Center for Research in Security Prices (CRSP), Booth … - 1999
Persistent link: https://www.econbiz.de/10005742795
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Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities."
CONSTANTINIDES, GEORGE M.; ZARIPHOPOULOU, THALEIA - Center for Research in Security Prices (CRSP), Booth …
Persistent link: https://www.econbiz.de/10005742800
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Junior Can't borrow: A New Perspective on the Equity Premium Puzzle."
CONSTANTINIDES, GEORGE M.; DONALDSON, JOHN B.; MEHRA, … - Center for Research in Security Prices (CRSP), Booth …
Persistent link: https://www.econbiz.de/10005623977