Estimating asset pricing models with frictions (Q1783453)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimating asset pricing models with frictions
scientific article

    Statements

    Estimating asset pricing models with frictions (English)
    0 references
    0 references
    0 references
    21 September 2018
    0 references
    consumption-based asset pricing
    0 references
    moment inequalities
    0 references
    risk aversion
    0 references
    transactions costs
    0 references

    Identifiers