Infinite horizon CAPM equilibrium (Q1969022)
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scientific article; zbMATH DE number 1415617
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Infinite horizon CAPM equilibrium |
scientific article; zbMATH DE number 1415617 |
Statements
Infinite horizon CAPM equilibrium (English)
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22 June 2000
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CAPM equilibrium
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consumption smoothing
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incomplete markets
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Markov economy
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0.7788882255554199
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0.7589913010597229
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0.7589753270149231
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0.7548832893371582
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