Asset Pricing when Risk Sharing is Limited by Default
Year of publication: |
March 1998
|
---|---|
Authors: | Alvarez, Fernando |
Other Persons: | Jermann, Urban J. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Theorie | Theory | CAPM | Risiko | Risk |
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