Infinite horizon CAPM equilibrium
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Publication:1969022
DOI10.1007/s001990050003zbMath1081.91562OpenAlexW2026674443MaRDI QIDQ1969022
Martine Quinzii, Michael J. P. Magill
Publication date: 22 June 2000
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001990050003
Related Items (6)
Recursive equilibrium in endogenous growth models with incomplete markets ⋮ The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM ⋮ Continuity of marketable payoffs with re-trading ⋮ Coupled projects, core imputations, and the CAPM ⋮ Credit risk in general equilibrium ⋮ Incomplete markets and volatility
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