Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles

Robert Jarrow

Year of publication:	2019
Authors:	Jarrow, Robert A.
Published in:	Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 1, p. 115-146
Subject:	Asset market equilibrium \| Asset price bubbles \| CCAPM \| ICAPM \| Liquidity risk \| Portfolio constraints \| Systematic risk \| Portfolio-Management \| Portfolio selection \| Finanzmarkt \| Financial market \| Spekulationsblase \| Bubbles \| CAPM \| Risiko \| Risk \| Liquidität \| Liquidity \| Börsenkurs \| Share price \| Unvollkommener Markt \| Incomplete market \| Kapitalmarkttheorie \| Financial economics

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