Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints
Year of publication: |
2013
|
---|---|
Authors: | Chabakauri, Georgy |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 12, p. 3104-3141
|
Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Neue klassische Makroökonomik | New classical macroeconomics | Aktie | Share | Risikoaversion | Risk aversion | Kreditrationierung | Credit rationing | Kapitalmarktrendite | Capital market returns | Korrelation | Correlation | Volatilität | Volatility | Theorie | Theory |
-
The time variation in risk appetite and uncertainty
Bekaert, Geert, (2022)
-
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc, (2016)
-
Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu, (2016)
- More ...
-
Dynamic Hedging in Incomplete Markets: A Simple Solution
Basak, Suleyman, (2011)
-
Dynamic Mean-Variance Asset Allocation
Basak, Suleyman, (2010)
-
Asset Pricing with Heterogeneous Investors and Portfolio Constraints
Chabakauri, Georgy, (2012)
- More ...