Portfolio choice and equilibrium with expected-utility preferences
By: by Lars Tyge Nielsen.
Series: Working papers / INSEAD -- no.92/59/FIN
Publisher: INSEAD
Published: 1992
Place of publication: Fontainebleau
Language: eng
Number of pages: 31
Subjects: Portfolio management -- Econometric models.; Liquidity (Economics) -- Econometric models.; Equilibrium (Economics) -- Econometric models.