Asset pricing with heterogenous consumers and limited participation empirical evidence

Asset pricing with heterogenous consumers and limited participation empirical evidence

Détails bibliographiques
Auteur principal: Brav, Alon
Autres auteurs: Constantinides, George M., Geczy, Christopher C.
Format: Livre
Langue:English
Publié: Cambridge National Bureau of Economic Research 1999.
Collection:NBER working paper series no.7406
Sujets:
Assets (Accounting) > Prices.
Consumption (Economics).
Capital market.
Monte Carlo method.