Pages that link to "Item:Q4182195"
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The following pages link to Asset Prices in an Exchange Economy (Q4182195):
Displayed 50 items.
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
- Turning from crime: a dynamic perspective (Q295563) (← links)
- Short sales, destruction of resources, welfare (Q343133) (← links)
- A note on the implementation of rational expectations equilibria (Q374710) (← links)
- Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
- Asset liquidity and international portfolio choice (Q402086) (← links)
- Selecting a unique competitive equilibrium with default penalties (Q405762) (← links)
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news (Q470680) (← links)
- Shock elasticities and impulse responses (Q475311) (← links)
- A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
- A theoretical foundation of portfolio resampling (Q497474) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- Cross-sectional consumption-based asset pricing: a reappraisal (Q529742) (← links)
- Technological diffusion and asset prices (Q533923) (← links)
- Expectational coordination in simple economic contexts. Concepts and analysis with emphasis on strategic substituabilities (Q540419) (← links)
- Introduction to incompleteness and uncertainty in economics (Q548229) (← links)
- Asset prices in a Huggett economy (Q548233) (← links)
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour (Q582184) (← links)
- Optimal growth with many consumers (Q593965) (← links)
- On the performance of West's bubble test: a simulation approach (Q613258) (← links)
- Market equilibria under procedural rationality (Q617618) (← links)
- Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available (Q622236) (← links)
- Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends (Q622243) (← links)
- Convex analysis in financial mathematics (Q654112) (← links)
- Risk premia in general equilibrium (Q654607) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Shaking the tree: an agency-theoretic model of asset pricing (Q665534) (← links)
- Heterogeneous beliefs, the term structure and time-varying risk premia (Q665723) (← links)
- Theoretical tests of the rational expectations hypothesis in economic dynamical models (Q690173) (← links)
- The risk-free rate in heterogeneous-agent incomplete-insurance economies (Q690182) (← links)
- A martingale theory of asset pricing in a production economy (Q751966) (← links)
- On the term structure of interest rates (Q753626) (← links)
- Recursive utility and the Ramsey problem (Q753632) (← links)
- Analysis of time series subject to changes in regime (Q756894) (← links)
- A note on a simplified approach to the valuation of risky streams (Q788598) (← links)
- Capital asset pricing in an overlapping generations model (Q799463) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Asset market equilibrium: A simulation (Q834302) (← links)
- Differentiability of the value function without interiority assumptions (Q840678) (← links)
- Evolutionary portfolio selection with liquidity shocks (Q844633) (← links)
- Risk sharing and counter-cyclical variation in market correlations (Q844776) (← links)
- Asset pricing with loss aversion (Q844788) (← links)
- Continuous time one-dimensional asset-pricing models with analytic price-dividend functions (Q847865) (← links)
- When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? (Q848604) (← links)