Mean field equilibrium asset pricing model with habit formation

Masaaki Fujii (The University of Tokyo), Masashi Sekine (Graduate School of Economics, The University of Tokyo)

Year of publication:	June 2024
Authors:	Fujii, Masaaki ; Sekine, Masashi
Publisher:	[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo]
Subject:	mean field game \| asset pricing \| optimal consumption-investment problem \| exponential utility \| market clearing \| Theorie \| Theory \| CAPM

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