On non-ergodic asset prices

Ulrich Horst and Jan Wenzelburger ()

Economic Theory, 2008, vol. 34, issue 2, 207-234

Keywords: CAPM; Financial markets; Social interaction; Random difference equations; C62; D85; G12 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s00199-006-0175-6

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