Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617)
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scientific article; zbMATH DE number 6034543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium in securities markets with heterogeneous investors and unspanned income risk |
scientific article; zbMATH DE number 6034543 |
Statements
Equilibrium in securities markets with heterogeneous investors and unspanned income risk (English)
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14 May 2012
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unspanned income
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heterogeneous preferences
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continuous-time equilibrium
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risk-free rate puzzle
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equity premium
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incomplete markets
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Brownian motion
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0.9105132
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0.9000282
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0.89201605
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0.8907598
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0.8760514
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0.86770153
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0.8642422
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0.86364627
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0.8633729
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