Reference
Bengt Holmström, and Jean Tirole, “LAPM: A Liquidity-Based Asset Pricing Model”, The Journal of Finance, vol. 56, n. 5: “Smith Breeden Award 2002”, October 2001, pp. 1837–1867.
See also
Published in
The Journal of Finance, vol. 56, n. 5: “Smith Breeden Award 2002”, October 2001, pp. 1837–1867