A global equilibrium asset pricing model with home preference
Bruno Solnik; Luo Zuo
| Year of publication: |
2012
|
|---|---|
| Authors: | Solnik, Bruno ; Zuo, Luo |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 58.2012, 2, p. 273-292
|
| Subject: | CAPM | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Gleichgewichtstheorie | Equilibrium theory | Portfoliodiversifikation | Portfolio diversification |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009512172