On the dynamics of asset prices and portfolios in a multiperiod CAPM
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Publication:943164
DOI10.1016/J.CHAOS.2005.08.091zbMath1142.91666OpenAlexW2015883699MaRDI QIDQ943164
Jan Wenzelburger, Marten Hillebrand
Publication date: 9 September 2008
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2005.08.091
Related Items (2)
The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM ⋮ Asset pricing and productivity growth: The role of consumption scenarios
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