Asset market equilibrium with liquidity risk
type: Item
instance of: scholarly article
title: Asset market equilibrium with liquidity risk
zbMATH Open document ID: 1397.91557
published in: Annals of Finance
publication date: 2018-07-05T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6898624
zbMATH Keywords: liquidity risk
zbMATH Keywords: asset market equilibrium
zbMATH Keywords: systematic risk
zbMATH Keywords: intertemporal CAPM
zbMATH Keywords: consumption CAPM
author: Robert A. Jarrow
MaRDI profile type: Publication
full work available at URL: s10436-017-0316-x
OpenAlex ID: W3125798224
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DOI: 10.1007/S10436-017-0316-X
description: scientific article; zbMATH DE number 6898624