Pages that link to "Item:Q4734991"

The following pages link to The Consumption-Based Capital Asset Pricing Model (Q4734991):

Displaying 46 items.

• Esscher transforms and consumption-based models (Q659151) (← links)
• The financial equilibrium problem with a Markowitz-type memory term and adaptive constraints (Q727238) (← links)
• Generic non-existence of equilibria in finance models (Q810351) (← links)
• Dividends in the theory of derivative securities pricing (Q878400) (← links)
• Complete and incomplete financial markets in multi-good economies (Q893422) (← links)
• On equilibrium prices in continuous time (Q972875) (← links)
• Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
• Pricing continuously resettled contingent claims (Q1200317) (← links)
• On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
• Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models (Q1319016) (← links)
• Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
• Efficient and equilibrium allocations with stochastic differential utility (Q1322710) (← links)
• Equilibrium asset prices and exchange rates (Q1349762) (← links)
• Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
• Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
• Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
• Explicit characterizations of financial prices with history-dependent utility (Q1602940) (← links)
• A comparative study of portfolio insurance. (Q1605420) (← links)
• A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (Q1606184) (← links)
• A simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences (Q1650269) (← links)
• Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (Q1650941) (← links)
• Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
• An example of a stochastic equilibrium with incomplete markets (Q1761437) (← links)
• Optimal trading strategy for an investor: the case of partial information (Q1805777) (← links)
• General equilibrium when economic growth exceeds discounting (Q1841176) (← links)
• Utility maximization with partial information (Q1890699) (← links)
• A representation theorem for Riesz spaces and its applications to economics (Q1893796) (← links)
• Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach (Q1919707) (← links)
• American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
• Brownian equilibria under Knightian uncertainty (Q2018550) (← links)
• Dynamically complete markets under Brownian motion (Q2230760) (← links)
• A macroscopic portfolio model: from rational agents to bounded rationality (Q2312403) (← links)
• The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors (Q2336455) (← links)
• Generic determinacy of equilibria with local substitution (Q2387409) (← links)
• Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
• Equilibrium analysis of Kantorovich spaces (Q2567705) (← links)
• EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS (Q3498240) (← links)
• Equilibrium Models With Singular Asset Prices (Q4345912) (← links)
• A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) (← links)
• General equilibrium pricing with multiple dividend streams and regime switching (Q4683085) (← links)
• MARKET FORCES AND DYNAMIC ASSET PRICING (Q4797323) (← links)
• ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA (Q5459959) (← links)
• Prevalence (Q5461287) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
• IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS (Q6196942) (← links)