Pages that link to "Item:Q5455557"
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The following pages link to An intertemporal asset pricing model with stochastic consumption and investment opportunities (Q5455557):
Displayed 50 items.
- Portfolio choice with Knightian uncertainty (Q673678) (← links)
- The term structure of interest rates in real and monetary economies (Q673681) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300) (← links)
- Capital asset pricing in an overlapping generations model (Q799463) (← links)
- Asset pricing for general processes (Q804457) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- Generic non-existence of equilibria in finance models (Q810351) (← links)
- Is dynamic general equilibrium a theory of everything? (Q883084) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
- State prices, liquidity, and default (Q1006588) (← links)
- Asset-return anomalies in a monetary economy (Q1088569) (← links)
- Risk measurement in semimartingale models with multiple consumption goods (Q1100075) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Optimal consumption and portfolio rules with intertemporally dependent utility of consumption (Q1200323) (← links)
- On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
- A term structure of interest rates in a model with heterogeneous agents (Q1318537) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Excess volatility. A testing strategy (Q1327881) (← links)
- Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
- Stochastic saddlepoint systems (Q1349597) (← links)
- Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Heterogeneous information arrival and option pricing (Q1377317) (← links)
- Consumption adjustment to real interest rates: Intertemporal substitution revisited (Q1389721) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Explicit characterizations of financial prices with history-dependent utility (Q1602940) (← links)
- The CAPM in thin experimental financial markets. (Q1605413) (← links)
- Prices as factors: approximate aggregation with incomplete markets. (Q1605417) (← links)
- Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
- The existence of security market equilibrium with a non-atomic state space (Q1817342) (← links)
- A dynamic view of the portfolio efficiency frontier (Q1823827) (← links)
- Viable prices in financial markets with solvency constraints (Q1890932) (← links)
- Price volatility and risk with non-separability of preferences (Q1964739) (← links)
- Nonparametric risk management and implied risk aversion (Q1969813) (← links)
- The marginal value of management using stochastic control (Q2277124) (← links)
- Asset pricing with dynamic programming (Q2642596) (← links)
- Nonlinearity and Endogeneity in Macro-Asset Pricing (Q3368208) (← links)
- EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS (Q3498240) (← links)
- MARKET EQUILIBRIUM WITH CAPITAL LOSS DEDUCTION OPTIONS (Q3523602) (← links)
- Equilibrium Models With Singular Asset Prices (Q4345912) (← links)
- The predictability of stock returns – a nonparametric approach (Q4355138) (← links)
- A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) (← links)
- THE SQUARED ORNSTEIN‐UHLENBECK MARKET (Q4673668) (← links)
- MARKET FORCES AND DYNAMIC ASSET PRICING (Q4797323) (← links)
- On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties (Q4883730) (← links)