Equilibrium factor pricing with heterogeneous beliefs
Puneet Handa and Scott C. Linn
| Year of publication: |
1991
|
|---|---|
| Authors: | Handa, Puneet |
| Other Persons: | Linn, Scott C. (contributor) |
| 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. 26.1991, 1, p. 11-22
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| Subject: | Ross linear factor model | CAPM | Arbitrage | Rationale Erwartung | Rational expectations | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001102373