Equilibrium in securities markets with heterogeneous investors and unspanned income risk
From MaRDI portal
Publication:417617
DOI10.1016/j.jet.2012.01.007zbMath1258.91135OpenAlexW3123594964MaRDI QIDQ417617
Publication date: 14 May 2012
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/Equilibrium_in_securities_markets_with_heterogeneous_investors_and_unspanned_income_risk/6477332
Brownian motionincomplete marketsequity premiumcontinuous-time equilibriumheterogeneous preferencesrisk-free rate puzzleunspanned income
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