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Valoración de activos en mercados con restricciones de liquidez

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  • Humberto Mora A.

Abstract

En este trabajo se especifica un modelo B-Consumo para la valoración de activos de riesgo, que incorpora la posibilidad de que un grupo de agentes en la economía enfrente restricciones de liquidez. La validez del modelo se verifica empíricamente para una muestra de empresas y se compara con el modelo B-Consumo sin restricciones de liquidez, así como un modelo B-CAPM.

Suggested Citation

  • Humberto Mora A., 1996. "Valoración de activos en mercados con restricciones de liquidez," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 15(29), pages 59-99, June.
  • Handle: RePEc:bdr:ensayo:v:15:y:1996:i:29:p:59-99
    DOI: 10.32468/Espe.2903
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    Cited by:

    1. Santiago Herrera & Humberto Mora, 1998. "El costo del capital en las empresas colombianas," Coyuntura Económica, Fedesarrollo, September.

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