A demand system approach to asset pricing
Year of publication: |
2019
|
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Authors: | Koijen, Ralph S. J. ; Yogo, Motohiro |
Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 127.2019, 4, p. 1475-1515
|
Subject: | CAPM | Institutioneller Investor | Institutional investor | Wertpapier | Securities | Nachfrage | Demand | Portfolio-Management | Portfolio selection | IV-Schätzung | Instrumental variables | Theorie | Theory | USA | United States | 1980-2017 |
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