Asset pricing in OLG economies with borrowing constraints and idiosyncratic income risk
Year of publication: |
[2018]
|
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Authors: | Harenberg, Daniel |
Publisher: |
Frankfurt am Main : SAFE, Sustainable Architecture for Finance in Europe |
Subject: | equity premium | idiosyncratic risk | aggregate risk | lifecycle | Theorie | Theory | Risiko | Risk | Risikoprämie | Risk premium | Overlapping Generations | Overlapping generations | CAPM | Einkommen | Income | Liquiditätsbeschränkung | Liquidity constraint | Portfolio-Management | Portfolio selection | Volatilität | Volatility |
Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
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Series: | SAFE working paper. - Frankfurt am Main : SAFE, ZDB-ID 2745463-0. - Vol. no. 229 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3252443 [DOI] hdl:10419/182246 [Handle] |
Classification: | G12 - Asset Pricing ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving |
Source: | ECONIS - Online Catalogue of the ZBW |
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