The equity risk premium and the riskfree rate in an economy with borrowing constraints (Q2459034): Difference between revisions
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| Property / cites work: Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle / rank | |||
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| Property / cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process / rank | |||
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| Property / cites work: Convex duality in constrained portfolio optimization / rank | |||
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| Property / cites work: Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs / rank | |||
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| Property / cites work: EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS / rank | |||
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Latest revision as of 12:34, 27 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The equity risk premium and the riskfree rate in an economy with borrowing constraints |
scientific article |
Statements
The equity risk premium and the riskfree rate in an economy with borrowing constraints (English)
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5 November 2007
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Incomplete markets
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Portfolio choice
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Asset pricing
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General equilibrium
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