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  • Search: subject:"Term Structure of Sharpe Ratios"
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Subject
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Allgemeines Gleichgewicht 1 Asset Market Experiment 1 Barter economy 1 Bewley Incomplete Markets 1 CAPM 1 Consumption Smoothing 1 Credit Market 1 Exchange Economy 1 Experiment 1 Financial market 1 Finanzmarkt 1 General Equilibrium 1 General equilibrium 1 Herfindahl Index 1 Incomplete market 1 Intertemporal Choice 1 Lucas Tree Model 1 Portfolio selection 1 Portfolio-Management 1 Risikoprämie 1 Risk premium 1 Tauschwirtschaft 1 Term Structure of Sharpe Ratios 1 Theorie 1 Theory 1 Unvollkommener Markt 1
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Free 1
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Book / Working Paper 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Carbone, Enrica 1 Hey, John Denis 1 Neugebauer, Tibor 1
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An experimental comparison of two exchange economies : long-lived asset versus short-lived asset
Carbone, Enrica; Hey, John Denis; Neugebauer, Tibor - 2020
The Lucas (1978) Tree Model lies at the heart of modern macro-finance. At its core, it provides an analysis of the equilibrium price of a long-lived asset in an exchange economy where consumption is the objective, and the sole purpose of the asset is to smooth consumption through time....
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