Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands
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Publication:953753
DOI10.1016/J.JEDC.2004.02.002zbMATH Open1202.91105OpenAlexW2064986099MaRDI QIDQ953753FDOQ953753
Authors: Stefano G. Athanasoulis 
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2004.02.002
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Cites Work
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- An intertemporal asset pricing model with stochastic consumption and investment opportunities
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- Infinite Horizon Incomplete Markets
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- Equilibrium asset prices with undiversifiable labor income risk
- A Theory of Competitive Equilibrium in Stock Market Economies
- Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
- Solving asset pricing models with Gaussian shocks
- Exact solution of asset pricing models with arbitrary shock distributions
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