Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints
Georgy Chabakauri
| Year of publication: |
October 2015
|
|---|---|
| Authors: | Chabakauri, Georgy |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 75.2015, p. 21-34
|
| Subject: | Heterogeneous investors | Borrowing constraints | Short-sale constraints | Limited participation | Volatility | Theorie | Theory | Portfolio-Management | Portfolio selection | Volatilität | Anlageverhalten | Behavioural finance | CAPM | Liquiditätsbeschränkung | Liquidity constraint | Kapitalanlage | Financial investment | Börsenkurs | Share price | Unvollkommener Markt | Incomplete market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2014.11.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011569353