Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753)

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scientific article; zbMATH DE number 5362867
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Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands
scientific article; zbMATH DE number 5362867

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    Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (English)
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    6 November 2008
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    equity premium
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    dividend beta
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    incomplete markets
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    non-traded labor income
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    limited participation
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