Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (Q2633454)
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scientific article; zbMATH DE number 7052593
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| default for all languages | No label defined |
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| English | Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles |
scientific article; zbMATH DE number 7052593 |
Statements
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (English)
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8 May 2019
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liquidity risk
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portfolio constraints
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asset price bubbles
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asset market equilibrium
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systematic risk
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ICAPM
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CCAPM
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0.8808723092079163
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0.8467683792114258
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0.8173248171806335
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0.7865075469017029
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0.7762568593025208
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