Pages that link to "Item:Q5455557"
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The following pages link to An intertemporal asset pricing model with stochastic consumption and investment opportunities (Q5455557):
Displaying 50 items.
- Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
- Radner equilibrium in incomplete Lévy models (Q300843) (← links)
- Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
- A call on art investments (Q437102) (← links)
- Coupled projects, core imputations, and the CAPM (Q443759) (← links)
- State-dependent utilities and incomplete markets (Q459808) (← links)
- Shock elasticities and impulse responses (Q475311) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- Cross-sectional consumption-based asset pricing: a reappraisal (Q529742) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Determinants of stock market volatility and risk premia (Q665536) (← links)
- Heterogeneous beliefs, the term structure and time-varying risk premia (Q665723) (← links)
- Portfolio choice with Knightian uncertainty (Q673678) (← links)
- The term structure of interest rates in real and monetary economies (Q673681) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300) (← links)
- Capital asset pricing in an overlapping generations model (Q799463) (← links)
- Asset pricing for general processes (Q804457) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- Generic non-existence of equilibria in finance models (Q810351) (← links)
- Asset pricing with loss aversion (Q844788) (← links)
- When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? (Q848604) (← links)
- Is dynamic general equilibrium a theory of everything? (Q883084) (← links)
- The futures price of a commodity in fixed supply (Q899904) (← links)
- Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Discounting and divergence of opinion (Q969130) (← links)
- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
- State prices, liquidity, and default (Q1006588) (← links)
- Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy (Q1027390) (← links)
- Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors (Q1039733) (← links)
- Asset-return anomalies in a monetary economy (Q1088569) (← links)
- Risk measurement in semimartingale models with multiple consumption goods (Q1100075) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Optimal consumption and portfolio rules with intertemporally dependent utility of consumption (Q1200323) (← links)
- On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
- A term structure of interest rates in a model with heterogeneous agents (Q1318537) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Excess volatility. A testing strategy (Q1327881) (← links)
- Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
- Stochastic saddlepoint systems (Q1349597) (← links)
- Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Heterogeneous information arrival and option pricing (Q1377317) (← links)
- Consumption adjustment to real interest rates: Intertemporal substitution revisited (Q1389721) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
