Risk and return in a dynamic general equilibrium model
type: Item
instance of: scholarly article
title: Risk and return in a dynamic general equilibrium model
zbMATH Open document ID: 0959.91035
DOI: 10.1016/S0165-1889(99)00037-8
publication date: 2000-06-04T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B50
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 1454354
zbMATH Keywords: intertemporal general equilibrium model
zbMATH Keywords: growth model
zbMATH Keywords: risk
zbMATH Keywords: return
author: Levent Akdeniz
MaRDI profile type: MaRDI publication profile
cites work: Do CAPM results hold in a dynamic economy? A numerical analysis
cites work: A note on a new class of solutions to dynamic programming problems arising in economic growth
cites work: Q3588645
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cites work: Common risk factors in the returns on stocks and bonds
cites work: Projection methods for solving aggregate growth models
cites work: Time to Build and Aggregate Fluctuations
cites work: Asset Prices in an Exchange Economy
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1454354