haku: @journal_id 61 / yhteensä: 1561
viite: 9 / 1561
Tekijä: | Judd, K. L. Kubler, F. Schmedders, K. |
Otsikko: | Asset trading volume with dynamically complete markets and heterogeneous agents |
Lehti: | Journal of Finance
2003 : OCT, VOL. 58:5, p. 2203-2217 |
Asiasana: | Asset management Agency theory Financial theory |
Kieli: | eng |
Tiivistelmä: | The authors examine a standard Lucas asset pricing model with heterogeneous agents and complete asset markets. The result contracts the prediction of portfolioallocation analyses that portfolio rebalancing motives produce nontrivial trade volume. |
SCIMA