Some Results in the CAPM with Nontraded Endowments
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Publication:4363596
DOI10.1287/mnsc.42.2.286zbMath0881.90019OpenAlexW1997623230MaRDI QIDQ4363596
Publication date: 12 November 1997
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.42.2.286
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Approximate CAPM when preferences are CRRA ⋮ Pareto improvement and agenda control of sequential financial innovations ⋮ THE DISTRIBUTION OF BETAS IN PRESENCE OF NONTRADED ASSETS ⋮ A computational study on general equilibrium pricing of derivative securities ⋮ Equilibria in the CAPM with non-tradeable endowments
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