An Adjustment Cost Model of Asset Pricing
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Publication:3470208
DOI10.2307/2526569zbMath0694.90012MaRDI QIDQ3470208
Publication date: 1987
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526569
portfolio; asset pricing; stochastic process; financial economics; adjustment cost; optimal capital accumulation; random productivity shocks
91B24: Microeconomic theory (price theory and economic markets)
91B62: Economic growth models
60G35: Signal detection and filtering (aspects of stochastic processes)
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