The equity premium in Brock's asset pricing model

DOI10.1016/j.jedc.2006.06.008zbMath1163.91468MaRDI QIDQ1027366

Levent Akdeniz, W. Davis Dechert

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/11579

zbMATH Keywords

projection methods; asset pricing models; stochastic growth models; computational economics

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

91B62: Economic growth models

Related Items

On the performance of West's bubble test: a simulation approach, Returns-to-scale and the equity premium puzzle, THE EQUITY PREMIUM IN CONSUMPTION AND PRODUCTION MODELS

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