Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"
Kenneth L. Judd; Felix Kubler; Karl Schmedders
| Year of publication: |
2006
|
|---|---|
| Authors: | Judd, Kenneth L. ; Kubler, Felix ; Schmedders, Karl |
| Other Persons: | Bossaerts, Peter L. (reviewed) ; Zame, William R. (reviewed) |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 3.2006, 2, p. 102-105
|
| Subject: | Lucas asset pricing model | CAPM | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain |
| 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/10003333880