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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"CAPM"
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Search: subject:"Allgemeines Gleichgewicht"
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CAPM
Allgemeines Gleichgewicht
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General equilibrium
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Dumas, Bernard
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Working paper / National Bureau of Economic Research, Inc.
Economic theory : official journal of the Society for the Advancement of Economic Theory
11
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10
Journal of economic dynamics & control
9
NBER working paper series
9
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7
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ECONIS (ZBW)
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Financial-market equilibrium with friction
Buss, Adrian
;
Dumas, Bernard
-
2013
Persistent link: https://www.econbiz.de/10009767514
Saved in:
2
Conditional betas
Santos, Tano
;
Veronesi, Pietro
-
2004
Persistent link: https://www.econbiz.de/10002019227
Saved in:
3
Covariances versus characteristics in general equilibrium
Lin, Xiaoji
;
Zhang, Lu
-
2011
Persistent link: https://www.econbiz.de/10009266748
Saved in:
4
The price impact and survival of irrational traders
Kogan, Leonid
;
Ross, Stephen L.
;
Wang, Jiang
; …
-
2003
Persistent link: https://www.econbiz.de/10001731216
Saved in:
5
Quantitative asset pricing implications of endogenous solvency constraints
Alvarez Garrido, Fernando
;
Jermann, Urban J.
-
1999
Persistent link: https://www.econbiz.de/10001370297
Saved in:
6
Risk premia and term premia in general equilibrium
Abel, Andrew B.
-
1998
Persistent link: https://www.econbiz.de/10000672845
Saved in:
7
"Overreaction" of asset prices in general equilibrium
Aiyagari, Sudhakar Rao
;
Gertler, Mark
-
1998
Persistent link: https://www.econbiz.de/10000677950
Saved in:
8
The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert
-
1994
Persistent link: https://www.econbiz.de/10000912810
Saved in:
9
Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000874458
Saved in:
10
Profitable informed trading in a simple general equilibrium model of asset pricing
Dow, James
;
Gorton, Gary
-
1993
Persistent link: https://www.econbiz.de/10000863080
Saved in:
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