Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment
Year of publication: |
Mar. 10 2005
|
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Other Persons: | Bossaerts, Peter L. (contributor) ; Zame, William R. (contributor) |
Institutions: | University of California Los Angeles / Department of Economics (contributor) |
Publisher: |
Los Angeles, Calif. : UCLA Dep. of Economics |
Subject: | Lucas asset pricing model | CAPM | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain |
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