Asset-Pricing Puzzles and Incomplete Markets

• 1 December 1993
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 48  (5) , 1803-1832
• https://doi.org/10.2307/2329068

Abstract

Keywords

• INCOMPLETE MARKETS
• NUMERICAL SOLUTIONS
• IDIOSYNCRATIC
• REPRESENTATIVE AGENT THEORY
• ASSET
• PRICING PUZZLES

All Related Versions

• Version 1, RePEc (Unconfirmed version)