Asset pricing with heterogenous consumers and limited participation empirical evidence

Asset pricing with heterogenous consumers and limited participation empirical evidence

Bibliografiske detaljer
Hovedforfatter: Brav, Alon
Andre forfattere: Constantinides, George M., Geczy, Christopher C.
Format: Bog
Sprog:English
Udgivet: Cambridge National Bureau of Economic Research 1999.
Serier:NBER working paper series no.7406
Fag:
Assets (Accounting) > Prices.
Consumption (Economics).
Capital market.
Monte Carlo method.