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- generalized multiple-factor asset pricing model 2016-03-08 Paper Positive alphas and a generalized multiple-factor asset pricing model 2016-03-08 Paper A...10 bytes (19 words) - 22:09, 9 December 2023
- invariant estimators in uncertain asset-pricing models 2022-03-09 Paper Spurious Inference in Reduced-Rank Asset-Pricing Models 2019-02-01 Paper Chi-squared...10 bytes (16 words) - 18:51, 6 October 2023
- Analytic solving of asset pricing models: the by force of habit case 2010-01-19 Paper Solving Asset Pricing Models when the Price-Dividend Function Is...10 bytes (18 words) - 12:31, 24 September 2023
- Paper A martingale theory of asset pricing in a production economy 1990-01-01 Paper An Adjustment Cost Model of Asset Pricing 1987-01-01 Paper...10 bytes (16 words) - 09:20, 7 October 2023
- shocks 2019-01-15 Paper A Long-Run Risks Model of Asset Pricing with Fat Tails* 2010-08-19 Paper Asset pricing with incomplete information and fat tails 2009-12-07...10 bytes (18 words) - 20:39, 21 September 2023
- HEAT KERNEL MODELS FOR ASSET PRICING 2015-01-21 Paper Continuous equilibrium in affine and information-based capital asset pricing models 2014-11-12 Paper...10 bytes (16 words) - 09:29, 7 October 2023
- performance 2021-12-17 Paper The Experimental Study of Asset Pricing Theory 2009-12-10 Paper Prices and Portfolio Choices in Financial Markets: Theory, Econometrics...10 bytes (16 words) - 07:09, 7 October 2023
- durable goods 1997-02-27 Paper Intertemporal asset pricing with heterogeneous beliefs 1994-07-18 Paper Asset Prices in an Exchange Economy with Habit Formation...10 bytes (18 words) - 02:17, 10 December 2023
- LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 2003-01-01 Paper Heterogeneous beliefs, risk and learning in a simple asset pricing model 2002-08-19...10 bytes (17 words) - 22:18, 11 December 2023
- Paper Estimation of affine asset pricing models using the empirical characteristic function 2001-12-05 Paper EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS...10 bytes (18 words) - 00:51, 9 December 2023
- management: performances and asset concentration 2021-11-08 Paper Proper measures of connectedness 2021-05-03 Paper Portfolio leverage in asset allocation problems...10 bytes (18 words) - 16:55, 12 December 2023
- Inference in Reduced-Rank Asset-Pricing Models 2019-02-01 Paper Chi-squared tests for evaluation and comparison of asset pricing models 2017-05-12 Paper...10 bytes (16 words) - 18:12, 11 December 2023
- Obtaining Approximate Solutions to Nonlinear Asset Pricing Models 1992-06-25 Paper Using conditional moments of asset payoffs to infer the volatility of intertemporal...10 bytes (17 words) - 14:47, 10 December 2023
- RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION 2021-12-27 Paper OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE...10 bytes (17 words) - 15:07, 8 December 2023
- from observed option prices 2002-03-11 Paper Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing 2001-11-26 Paper Applications...10 bytes (18 words) - 05:47, 9 December 2023
- 1986-01-01 Paper Dynamic Ramsey Pricing 1985-01-01 Paper Price Setting Supergames with Capacity Constraints 1985-01-01 Paper Asset Pricing in an Economy with Production:...10 bytes (20 words) - 02:58, 10 December 2023
- cointegrated risky assets and random liabilities 2013-06-24 Paper Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic...10 bytes (19 words) - 01:35, 11 December 2023
- 2017-01-31 Paper Relative asset price bubbles 2016-09-21 Paper Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model 2016-03-08 Paper...10 bytes (18 words) - 06:48, 9 December 2023
- Simulation for Asset Prices 1998-01-01 Paper THE GARCH OPTION PRICING MODEL 1997-03-20 Paper MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE...10 bytes (18 words) - 03:57, 9 December 2023
- method for multi‐asset American option pricing under jump‐diffusion model 2024-01-05 Paper A front‐fixing method for American option pricing on zero‐coupon...10 bytes (18 words) - 01:58, 10 December 2023
