Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets
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More about this item
KeywordsCapital Asset Pricing Model; generalequilibriumtheory; incomplete asset markets; nancialinnovation; expectedutility;
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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