Risk and return in a dynamic general equilibrium model
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Publication:1978605
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Cites work
- scientific article; zbMATH DE number 3773316 (Why is no real title available?)
- A note on a new class of solutions to dynamic programming problems arising in economic growth
- Asset Prices in an Exchange Economy
- Common risk factors in the returns on stocks and bonds
- Do CAPM results hold in a dynamic economy? A numerical analysis
- Exploring general equilibrium. Foreword by Edward L. Glaeser.
- Projection methods for solving aggregate growth models
- Time to Build and Aggregate Fluctuations
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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