A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES

DOI10.1142/S0219024917500534zbMath1395.91409OpenAlexW2774673284MaRDI QIDQ4602496

Robert A. Jarrow

Publication date: 11 January 2018

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024917500534

zbMATH Keywords

price bubblestrading constraintsshort salesmargin requirementsconsumption CAPMintertemporal CAPM

Mathematics Subject Classification ID

Cites Work

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