Estimating asset pricing models with frictions (Q1783453)

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scientific article; zbMATH DE number 6940893
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English
Estimating asset pricing models with frictions
scientific article; zbMATH DE number 6940893

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    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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