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Consumption-leisure nonseparabilities in asset market participants' preferences
Jacobs, Kris, (2007)
Permanent income consumption and liquidity constraints : an empirical study using time series data for Taiwan
Huang, Chao-hsi, (1999)
Dynamic mean-variance portfolio selection with borrowing constraint
Fu, Chenpeng, (2010)
[Rezension von: Riedel, F., Imperfect information and investor heterogeneity in the bond market, Berlin [u.a.], Springer, 2000]
Detemple, Jérôme B., (2002)
Asset pricing in a production economy with incomplete information
Detemple, Jérôme B., (1986)
A general equilibrium model of asset pricing with partial or heterogeneous information