A parsimonious macroeconomic model for asset pricing
by Fatih Guvenen
| Year of publication: |
2009
|
|---|---|
| Authors: | Guvenen, Fatih |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 77.2009, 6, p. 1711-1750
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| Subject: | CAPM | Unvollkommener Markt | Incomplete market | Substitutionselastizität | Elasticity of substitution | Equity-Premium-Puzzle | Equity premium puzzle | Vermögensverteilung | Wealth distribution | Makroökonomik | Macroeconomics | Theorie | Theory |
| 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/10003943413