Equilibrium mispricing in a capital market with portfolio constraints
Year of publication: |
2000
|
---|---|
Authors: | Başak, Suleyman ; Croitoru, Benjamin |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 13.2000, 3, p. 715-748
|
Subject: | Kapitalmarkttheorie | Financial economics | Allgemeines Gleichgewicht | General equilibrium | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
Equilibrium mispricing in a capital market with portfolio constraints
Başak, Suleyman, (1999)
-
Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
Biais, Bruno, (2017)
-
Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
Biais, Bruno, (2017)
- More ...
-
Capital market equilibrium with mispricing and arbitrage activity
Başak, Suleyman, (1998)
-
Non-linear taxation, tax-arbitrage and equilibrium asset prices
Başak, Suleyman, (2001)
-
Equilibrium mispricing in a capital market with portfolio constraints
Başak, Suleyman, (1999)
- More ...