Estimating asset pricing models with frictions (Q1783453)
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scientific article; zbMATH DE number 6940893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating asset pricing models with frictions |
scientific article; zbMATH DE number 6940893 |
Statements
Estimating asset pricing models with frictions (English)
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21 September 2018
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consumption-based asset pricing
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moment inequalities
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risk aversion
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transactions costs
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