Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium in securities markets with heterogeneous investors and unspanned income risk |
scientific article |
Statements
Equilibrium in securities markets with heterogeneous investors and unspanned income risk (English)
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14 May 2012
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unspanned income
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heterogeneous preferences
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continuous-time equilibrium
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risk-free rate puzzle
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equity premium
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incomplete markets
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Brownian motion
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