Similar Search Results

Is the stock market rational? : A money manager's guide to 25 years of efficient markets research

Van Hulle, Cynthia M. - In: Tijdschrift voor economie en management 38 (1993) 4, pp. 349-369

Persistent link: https://www.econbiz.de/10001158419

Systemic risk and international portfolio choice

Das, Sanjiv R. (contributor); Uppal, Raman (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700273

Non-redundant derivatives in a dynamic general equilibrium economy

Bhamra, Harjoat S. (contributor); Uppal, Raman (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001777039

The equity risk premium and the riskfree rate in an economy with borrowing constraints

Kogan, Leonid (contributor); Makarov, Igor (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001777044

Systematic risk and international portfolio choice

Das, Sanjiv R.; Uppal, Raman - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2809-2834

Persistent link: https://www.econbiz.de/10002503877

Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs

Buss, Adrian - 2019

In this paper, we study the effect of proportional transaction costs on consumption-portfolio decisions and asset prices in a dynamic general equilibrium economy with a financial market that has a single-period bond and two risky stocks, one of which incurs the transaction cost. Our model has...

Persistent link: https://www.econbiz.de/10012905099