Endogenous Random Asset Prices in Overlapping Generations Economies
From MaRDI portal
Recommendations
- MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES
- Capital asset pricing in an overlapping generations model
- Markov rational expectations equilibria in an overlapping generations model
- Rational expectations in the overlapping generations model
- Equilibrium price dynamics in an overlapping-generations exchange economy
Cited in
(14)- Asset price-GDP cross feedback. The role of dividend policies in a dynamic setting
- Nonlinear dynamics in real economy and financial markets: the role of dividend policies in fluctuations
- On the dynamics of asset prices and portfolios in a multiperiod CAPM
- MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES
- International asset market, nonconvergence, and endogenous fluctuations
- Asset bubbles in an overlapping generations model with endogenous labor supply
- Local determinacy of prices in an overlapping generations model with continuous trading
- The two-fund separation theorem revisited
- Asset Valuation and Production Efficiency in an Overlapping-Generations Model with Production Shocks
- The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
- Learning to predict rationally when beliefs are heterogeneous
- On non-ergodic asset prices
- Capital asset pricing in an overlapping generations model
- On the performance of efficient portfolios
This page was built for publication: Endogenous Random Asset Prices in Overlapping Generations Economies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4791733)
