Approximate equilibrium asset prices

DOI10.1093/ROF/RFQ015MaRDI QIDQ3169194zbMATH OpenOpenAlexFDO

Authors Fernando Restoy, Philippe Weil

Publication date 28 April 2011

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://spire.sciencespo.fr/hdl:/2441/8644

Mathematics Subject Classification ID

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• Recursive utility under the ICAPM: is it relevant?
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