Asset pricing with heterogeneous investors and portfolio constraints

by Georgy Chabakauri

Year of publication:	2012
Authors:	Chabakauri, Georgy
Publisher:	London : LSE Financial Markets Group
Subject:	asset pricing \| dynamic equilibrium \| heterogeneous investors \| portfolio constraints \| stochastic correlations \| stock return volatility \| consumption CAPM with constraints \| CAPM \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Volatilität \| Volatility \| Börsenkurs \| Share price \| Korrelation \| Correlation \| Kapitaleinkommen \| Capital income \| Risikoprämie \| Risk premium \| Anlageverhalten \| Behavioural finance

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