Open AccessEquilibrium Asset Pricing with Leverage and Default
Author(s) -
João F. Gomes,
Lukas Schmid
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2777819
Subject(s) - leverage (statistics) , capital asset pricing model , business , financial economics , consumption based capital asset pricing model , economics , monetary economics , finance , computer science , machine learning
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