scientific article

zbMath0491.90017MaRDI QIDQ3953510

William A. Brock

Publication date: 1979

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic stabilityoptimal solutionstochastic growth modelscapital asset pricingeconomic controlincome taxintertemporal general equilibrium theorytheory of financeinfinite horizon discrete time

Mathematics Subject Classification ID

Economic growth models (91B62) Optimal stochastic control (93E20)

Related Items

Asset pricing with loss aversion, Recursive competitive equilibrium: a parametric example, On the performance of West's bubble test: a simulation approach, Do CAPM results hold in a dynamic economy? A numerical analysis, On efficiency in disagreement economies, Stochastic growth with irreversible investment, Risk and return in a dynamic general equilibrium model, The equity premium in Brock's asset pricing model, Stochastic growth with correlated production shocks