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~person:"Macrina, Andrea"
~subject:"CAPM"
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CAPM
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Macrina, Andrea
Andersen, Torben G.
4
Bollerslev, Tim
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Horst, Ulrich
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Continuous Equilibrium under Base Preferences and Attainable Initial Endowments
Horst, Ulrich
;
Kupper, Michael
;
Macrina, Andrea
; …
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2011
We consider a full equilibrium model in
continuous
time
comprising a finite number of agents and tradable securities …
Persistent link: https://www.econbiz.de/10011277273
Saved in:
2
Continuous equilibrium under base preferences and attainable initial endowments
Horst, Ulrich
;
Kupper, Michael
;
Macrina, Andrea
; …
-
2011
We consider a full equilibrium model in
continuous
time
comprising a finite number of agents and tradable securities …
Persistent link: https://www.econbiz.de/10010281543
Saved in:
3
Continuous equilibrium in affine and information-based capital asset pricing models
Horst, Ulrich
;
Kupper, Michael
;
Macrina, Andrea
; …
- In:
Annals of Finance
9
(
2013
)
4
,
pp. 725-755
We consider a class of generalized capital asset pricing models in
continuous
time
with a finite number of agents and …
Persistent link: https://www.econbiz.de/10010866522
Saved in:
4
Continuous equilibrium in affine and information-based capital asset pricing models
Horst, Ulrich
;
Kupper, Michael
;
Macrina, Andrea
; …
- In:
Annals of finance
9
(
2013
)
4
,
pp. 725-755
Persistent link: https://www.econbiz.de/10010196576
Saved in:
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