A class of models satisfying a dynamical version of the CAPM
Year of publication: |
2003
|
---|---|
Authors: | Jouini, Elyès ; Napp, Clotilde |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 79.2003, 3, p. 299-304
|
Subject: | CAPM | Dynamische Wirtschaftstheorie | Economic dynamics |
-
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove, (1996)
-
Do CAPM results hold in a dynamic economy? : A numerical analysis
Akdeniz, Levent, (1996)
-
Merton, Robert C., (1990)
- More ...
-
Evolutionary strategic beliefs and financial markets
Jouini, Elyès, (2012)
-
Behavioral biases and representative agent.
Jouini, Elyès,
-
Behavioral biases and representative agent
Jouini, Elyès, (2012)
- More ...