A financial CCAPM and economic inequalities
From MaRDI portal
Publication:4683055
DOI10.1080/14697688.2014.940603zbMath1398.91721OpenAlexW2104236302MaRDI QIDQ4683055
Publication date: 19 September 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2014.940603
asset pricingconsumptioncapital asset pricingapplications to default riskanomalies in pricesapplied mathematical financeapplied financeapplications to credit risk
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Econometric specification of stochastic discount factor models
- Information percolation in segmented markets
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- A behavioral asset pricing model with a time-varying second moment
- Behavioral heterogeneity in stock prices
- Engineering risk and finance
- Agent-based computational finance: Suggested readings and early research
- Agency-based asset pricing
- Existence of independent random matching
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Asset Prices in an Exchange Economy
- An Intertemporal Capital Asset Pricing Model
- Over-the-Counter Markets
- Markets with a Continuum of Traders
- Alternative Approaches to the Theory of Choice in Risk-Taking Situations
- Existence of an Equilibrium for a Competitive Economy
This page was built for publication: A financial CCAPM and economic inequalities
