Returns-to-scale and the equity premium puzzle (Q1994274): Difference between revisions

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+The equity premium in Brock's asset pricing model
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+Normal rank
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+Simulated Non-Parametric Estimation of Dynamic Models
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+Efficiency, Equilibrium, and Asset Pricing with Risk of Default
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+Optimal capital policy, the cost of capital, and myopic decision rules
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+Consumption, Liquidity Constraints and Asset Accumulation in the Presence of Random Income Fluctuations
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+Uninsured idiosyncratic production risk with borrowing constraints
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+Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
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+Debt Constrained Asset Markets
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+When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
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+Approximate versus Exact Equilibria in Dynamic Economies
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+Endogenous market incompleteness with investment risks
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