Infinite horizon CAPM equilibrium (Q1969022)

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Infinite horizon CAPM equilibrium
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    Statements

    title
    Infinite horizon CAPM equilibrium (English)
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    author
    Martine Quinzii
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    Michael J. P. Magill
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    publication date
    22 June 2000
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    zbMATH Keywords
    CAPM equilibrium
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    consumption smoothing
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    incomplete markets
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    Markov economy
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    Identifiers

    DOI
    10.1007/s001990050003
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    zbMATH DE Number
    1415617
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    OpenAlex ID
    W2026674443
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