Pages that link to "Item:Q5455557"

The following pages link to An intertemporal asset pricing model with stochastic consumption and investment opportunities (Q5455557):

Displaying 50 items.

• 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)
• Pricing long-lived securities in dynamic endowment economies (Q1622391) (← links)
• Asset market equilibrium with liquidity risk (Q1648910) (← links)
• Consumption-based CAPM with belief heterogeneity (Q1656773) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• Perils of unconventional monetary policy (Q1657629) (← links)
• Long-term factorization of affine pricing kernels (Q1687374) (← 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)
• Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201) (← links)
• Viable prices in financial markets with solvency constraints (Q1890932) (← links)
• The behavior of individual and aggregate stock prices (Q1932545) (← links)
• A note on an interpretation to consumption-based CAPM (Q1934788) (← links)
• Market selection: hungry misers and bloated bankrupts (Q1938962) (← links)
• Price volatility and risk with non-separability of preferences (Q1964739) (← links)
• Nonparametric risk management and implied risk aversion (Q1969813) (← links)
• Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (Q1994303) (← links)
• The role of household debt and delinquency decisions in consumption-based asset pricing (Q2000687) (← links)
• An inter-temporal CAPM based on first order stochastic dominance (Q2076851) (← links)
• Sharing idiosyncratic risk even though prices are ``wrong'' (Q2123181) (← links)
• Real interest rate and economic growth: a statistical exploration for transitory economies (Q2163719) (← links)
• Building multi-scale portfolios and efficient market frontiers using fractal regressions (Q2163896) (← links)
• Cash holdings, M\&A decision and risk premium (Q2164530) (← links)
• On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
• The marginal value of management using stochastic control (Q2277124) (← links)
• An intertemporal capital asset pricing model under incomplete information and short sales (Q2288897) (← links)
• Mean-variance analysis and the modified market portfolio (Q2291810) (← links)
• CAPM-anomalies: quantitative puzzles (Q2294119) (← links)
• F for finance. From classical financial mathematics to portfolio theory and new financial products (Q2304768) (← links)
• A diagnostic criterion for approximate factor structure (Q2330733) (← links)
• Monetary transaction costs and the term premium (Q2346324) (← links)
• Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process (Q2391929) (← links)
• An extension of Heston's SV model to stochastic interest rates (Q2423541) (← links)
• Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (Q2633454) (← links)
• Asset pricing with dynamic programming (Q2642596) (← links)
• Emergent and spontaneous computation of factor relationships from a large factor set (Q2654436) (← links)
• Schumpeterian competition in a Lucas economy (Q2685872) (← links)
• Price impact in Nash equilibria (Q2697496) (← links)
• Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
• Performance measurement of pension strategies: a case study of Danish life cycle products (Q2866309) (← links)
• Performance measurement of pension strategies: a case study of Danish life-cycle products (Q2868596) (← links)
• A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY (Q3084598) (← 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)