Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617): Difference between revisions
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| Property / DOI: 10.1016/J.JET.2012.01.007 / rank | |||
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| Property / DOI: 10.1016/J.JET.2012.01.007 / rank | |||
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Latest revision as of 16:56, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium in securities markets with heterogeneous investors and unspanned income risk |
scientific article |
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Equilibrium in securities markets with heterogeneous investors and unspanned income risk (English)
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14 May 2012
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unspanned income
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heterogeneous preferences
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continuous-time equilibrium
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risk-free rate puzzle
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equity premium
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incomplete markets
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Brownian motion
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