On the existence of expected utility with CRRA under STUR (Q1927488): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2003.09.030
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+W2031645345
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@@ Property / cites work @@
+Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
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+Solving asset pricing models with Gaussian shocks
@@ Property / cites work: Solving asset pricing models with Gaussian shocks / rank @@
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@@ Property / cites work @@
+A note on some limitations of CRRA utility
@@ Property / cites work: A note on some limitations of CRRA utility / rank @@
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+An introduction to stochastic unit-root processes
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+Asset Prices in an Exchange Economy
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+Q4771171
@@ Property / cites work: Q4771171 / rank @@
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+Exact solution of asset pricing models with arbitrary shock distributions
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