The impact of portfolio constraints in infinite-horizon incomplete-markets models
Year of publication: |
1999
|
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Authors: | Judd, Kenneth L. ; Kubler, Felix ; Schmedders, Karl |
Published in: |
The theory of markets : [proceedings of the Colloquium 'Theory of Markets and their Functioning', Amsterdam, 1 - 3 July 1998]. - Amsterdam [u.a.] : Koninklijke Nederlandse Akademie van Wetenschappen, ISBN 0-444-85824-5. - 1999, p. 193-215
|
Subject: | CAPM | Unvollkommener Markt | Incomplete market | Risikoprämie | Risk premium | Konsumtheorie | Consumption theory | Theorie | Theory |
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