Construct · 1 fields · 1 citations

demand system asset pricing: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
demand systemasset pricing1 CONSTRUCTDemand system assetKOIJEN · ASSET PRICING

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Asset pricing

an approach that models heterogeneous institutional demand for assets as functions of characteristics and derives prices from market clearing.

In asset pricing, demand system asset pricing refers to an approach that models heterogeneous institutional demand for assets as functions of characteristics and derives prices from market clearing. This meaning comes from Koijen (2019) in Journal of Political Economy.[1]

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructsclearing3 fields · 4 citationsjingle · one word, three constructsdemand4 fields · 4 citationsjingle · one word, four constructs

References

  1. Koijen, R. S. J., & Yogo, M. (2019). A Demand System Approach to Asset Pricing. Journal of Political Economy, 127(4), 1475-1515. https://doi.org/10.1086/701683

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