Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
Year of publication: |
1999
|
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Authors: | Marcet, Albert ; Singleton, Kenneth J. |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 3.1999, 2, p. 243-277
|
Subject: | CAPM | Konsumtheorie | Consumption theory | Unvollkommener Markt | Incomplete market | Risikoprämie | Risk premium | Konsum | Consumption | Einkommen | Income | Theorie | Theory | USA | United States |
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