An Adjustment Cost Model of Asset Pricing

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Publication:3470208

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DOI10.2307/2526569zbMath0694.90012OpenAlexW2046746719MaRDI QIDQ3470208

Parantap Basu

Publication date: 1987

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526569

zbMATH Keywords

portfolio asset pricing stochastic process financial economics adjustment cost optimal capital accumulation random productivity shocks

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (4)

Aggregate investment in a business cycle model with adjustment costs ⋮ Nonshiftable capital, affine price expectations and convergence to the golden rule. ⋮ Inflation, human capital and Tobin's \(q\) ⋮ Real business cycles, animal spirits, and stock market valuation

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