Endogenous Random Asset Prices in Overlapping Generations Economies

DOI10.1111/1467-9965.00078zbMath1021.91031OpenAlexW2098869788MaRDI QIDQ4791733

Volker Böhm, Nicole Deutscher, Jan Wenzelburger

Publication date: 2 February 2003

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00078

zbMATH Keywords

dynamicsexpectationsequity premiumrandom asset pricing

Mathematics Subject Classification ID

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