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Margins on short sales and equilibrium price indeterminacy
Journal of Mathematical Economics,
2018
DOI:10.1016/j.jmateco.2017.11.003
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[2]
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w-MPS risk aversion and the shadow CAPM: theory and empirical evidence
The European Journal of Finance,
2017
DOI:10.1080/1351847X.2015.1082495
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[3]
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W-MPS Risk Aversion and the Shadow CAPM: Theory and Empirical Evidence
SSRN Electronic Journal,
2015
DOI:10.2139/ssrn.2841120
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