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  • Search: subject:"CAPM Asset Endogenous supply"
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CAPM Asset Endogenous supply 1
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Lee, Alice C. 1 Lee, Cheng-Few 1 Tsai, Chiung-Min 1
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The Quarterly Review of Economics and Finance 1
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A dynamic CAPM with supply effect: Theory and empirical results
Lee, Cheng-Few; Tsai, Chiung-Min; Lee, Alice C. - In: The Quarterly Review of Economics and Finance 49 (2009) 3, pp. 811-828
Breeden [Breeden, D. T. (1979). An intertemporal asset pricing model with stochastic consumption and investment opportunities. Journal of Financial Economics 7, 265-196] and Grinols [Grinols, E. L. (1984). Production and risk leveling in the intertemporal capital asset pricing model. The Journal...
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