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Continuous equilibrium in affine and information-based capital asset pricing models

Continuous equilibrium in affine and information-based capital asset pricing models

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HORST, Ulrich, Michael KUPPER, Andrea MACRINA, Christoph MAINBERGER, 2012. Continuous equilibrium in affine and information-based capital asset pricing models. In: Annals of Finance. 9(4), pp. 725-755. ISSN 1614-2446. eISSN 1614-2454. Available under: doi: 10.1007/s10436-012-0216-z

@article{Horst2012Conti-27023, title={Continuous equilibrium in affine and information-based capital asset pricing models}, year={2012}, doi={10.1007/s10436-012-0216-z}, number={4}, volume={9}, issn={1614-2446}, journal={Annals of Finance}, pages={725--755}, author={Horst, Ulrich and Kupper, Michael and Macrina, Andrea and Mainberger, Christoph} }

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