Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5362867
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands |
scientific article; zbMATH DE number 5362867 |
Statements
Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (English)
0 references
6 November 2008
0 references
equity premium
0 references
dividend beta
0 references
incomplete markets
0 references
non-traded labor income
0 references
limited participation
0 references
0 references
0 references
0 references
0.7595136761665344
0 references
0.7536169290542603
0 references
0.7525472044944763
0 references
0.7460796236991882
0 references
