Levent Akdeniz

From MaRDI portal
Person:613256


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The equity premium in consumption and production models
Macroeconomic Dynamics
2012-09-04Paper
On the performance of West's bubble test: a simulation approach
Applied Mathematics and Computation
2010-12-20Paper
The equity premium in Brock's asset pricing model
Journal of Economic Dynamics and Control
2009-07-01Paper
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM
Studies in Nonlinear Dynamics & Econometrics
2006-01-27Paper
Risk and return in a dynamic general equilibrium model
Journal of Economic Dynamics and Control
2000-06-04Paper
Do CAPM results hold in a dynamic economy? A numerical analysis
Journal of Economic Dynamics and Control
1998-07-22Paper


Research outcomes over time


This page was built for person: Levent Akdeniz