A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE (Q5483957): Difference between revisions
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| Property / cites work: Exact solution of asset pricing models with arbitrary shock distributions / rank | |||
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| Property / cites work: Asset Prices in an Exchange Economy / rank | |||
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| Property / cites work: Solving asset pricing models with Gaussian shocks / rank | |||
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| Property / full work available at URL: https://doi.org/10.1017/s1365100506050139 / rank | |||
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Latest revision as of 09:41, 30 July 2024
scientific article; zbMATH DE number 5048982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE |
scientific article; zbMATH DE number 5048982 |
Statements
A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE (English)
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24 August 2006
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asset pricing
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price--dividend ratio
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habit persistence
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