Asset pricing with heterogenous consumers and limited participation empirical evidence

Asset pricing with heterogenous consumers and limited participation empirical evidence

Bibliografische gegevens
Hoofdauteur: Brav, Alon
Andere auteurs: Constantinides, George M., Geczy, Christopher C.
Formaat: Boek
Taal:English
Gepubliceerd in: Cambridge National Bureau of Economic Research 1999.
Reeks:NBER working paper series no.7406
Onderwerpen:
Assets (Accounting) > Prices.
Consumption (Economics).
Capital market.
Monte Carlo method.