Evaluating the effects of incomplete markets on risk sharing and asset pricing
Year of publication: |
1996
|
---|---|
Authors: | Heaton, John |
Other Persons: | Lucas, Deborah J. (contributor) |
Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 104.1996, 3, p. 443-487
|
Subject: | CAPM | Risikoprämie | Risk premium | Unvollkommener Markt | Incomplete market | USA | United States |
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