Risk and return in a dynamic general equilibrium model
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Publication:1978605
DOI10.1016/S0165-1889(99)00037-8zbMATH Open0959.91035MaRDI QIDQ1978605FDOQ1978605
Authors: Levent Akdeniz 
Publication date: 4 June 2000
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
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Cites Work
- Common risk factors in the returns on stocks and bonds
- Asset Prices in an Exchange Economy
- Time to Build and Aggregate Fluctuations
- Projection methods for solving aggregate growth models
- Title not available (Why is that?)
- A note on a new class of solutions to dynamic programming problems arising in economic growth
- Do CAPM results hold in a dynamic economy? A numerical analysis
- Exploring general equilibrium. Foreword by Edward L. Glaeser.
Cited In (9)
- Is there a return-risk link in education?
- Intertemporal risk-return tradeoff in the short-run
- On CAPM and Black-Scholes differing risk-return strategies
- Risk, Returns, and Multinational Production *
- On the performance of West's bubble test: a simulation approach
- Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model
- The equity premium in Brock's asset pricing model
- A Risk-Centric Model of Demand Recessions and Speculation*
- Generalized stable models for financial asset returns
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