haku: @author Judd, K. L. / yhteensä: 3
viite: 1 / 3
« edellinen | seuraava »
| 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. |
« edellinen | seuraava »
SCIMA