Dynamic general equilibrium and T-period fund separation
Year of publication: |
2010
|
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Authors: | Gerber, Anke ; Hens, Thorsten ; Wöhrmann, Peter |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 2, p. 369-400
|
Subject: | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Unvollkommener Markt | Incomplete market | CAPM | Allgemeines Gleichgewicht | General equilibrium | Entscheidung unter Risiko | Decision under risk | Theorie | Theory |
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