On non-ergodic asset prices

Economic Theory

Volumn 34, Issue 2, 2008, Pages 207-234

  Horst, Ulrich ^a   Wenzelburger, Jan ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b BIELEFELD UNIVERSITY   (Germany)

Author keywords

CAPM; Financial markets; Random difference equations; Social interaction

Indexed keywords

EID: 36348930972     PISSN: 09382259     EISSN: 14320479     Source Type: Journal    
DOI: 10.1007/s00199-006-0175-6     Document Type: Article

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