Stochastic equilibrium discounting

DOI10.1016/S0165-1889(87)80014-3zbMath0629.90016MaRDI QIDQ1094310

Alain Nairay

Publication date: 1987

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

exchange economyequilibrium asset pricesinfinite-horizon diffusion model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Related Items (1)

Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments

Cites Work

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• An Intertemporal General Equilibrium Model of Asset Prices
• Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
• An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
• Asset Prices in an Exchange Economy

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