A strategic asset pricing model for relative performance concern
Year of publication: |
2017
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Authors: | Yu, Jianfeng ; Xu, Weidong |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 7/8/9, p. 1764-1778
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Subject: | asset pricing | heterogeneous beliefs | Nash equilibrium | relative performance | Theorie | Theory | CAPM | Nash-Gleichgewicht | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
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