Asset pricing with index investing
Year of publication: |
2021
|
---|---|
Authors: | Chabakauri, Georgy ; Ryčkov, Oleg |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 141.2021, 1, p. 195-216
|
Subject: | General equilibrium | Heterogeneous investors | Indexing | Lucas trees | Risk sharing | Allgemeines Gleichgewicht | CAPM | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Anlageverhalten | Behavioural finance | Wohlfahrtsanalyse | Welfare analysis | Risikoaversion | Risk aversion | Kapitalmarkttheorie | Financial economics | Risiko | Risk |
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