Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks (Q665823): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10436-007-0079-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2046278716
@@ Property / OpenAlex ID: W2046278716 / rank @@
+Normal rank
@@ Property / cites work @@
+Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
+Normal rank
@@ Property / cites work @@
+Solving asset pricing models with Gaussian shocks
@@ Property / cites work: Solving asset pricing models with Gaussian shocks / rank @@
+Normal rank
@@ Property / cites work @@
+Solving Asset Pricing Models when the Price-Dividend Function Is Analytic
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE
+Normal rank
@@ Property / cites work @@
+Q3342799
@@ Property / cites work: Q3342799 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794152
@@ Property / cites work: Q4794152 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4403557
@@ Property / cites work: Q4403557 / rank @@
+Normal rank
@@ Property / cites work @@
+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
+Normal rank
@@ Property / cites work @@
+Exact solution of asset pricing models with arbitrary shock distributions
+Normal rank