The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
By: by John Heaton and Deborah Lucas.
Contributors: Lucas, Deborah.; Sloan School of Management.
Series: Working paper -- no. 3379-92-EFA; Working paper (Sloan School of Management) -- 3379-92.
Publisher: Sloan School of Management, Massachusetts Institute of Technology
Published: 1992
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 36