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):
Displaying 30 items.
- 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)
- Optimal consumption of multiple goods in incomplete markets (Q4555291) (← links)
- LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL (Q4563727) (← links)
- LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY (Q4563762) (← links)
- A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES (Q4602496) (← links)
- THE SQUARED ORNSTEIN‐UHLENBECK MARKET (Q4673668) (← links)
- Strategic commodity allocation (Q4682999) (← links)
- In search of statistically valid risk factors (Q4683046) (← 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)
- POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE (Q4906513) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- Ross recovery with recurrent and transient processes (Q5001163) (← links)
- Effects of a government subsidy and labor flexibility on portfolio selection and retirement (Q5014230) (← links)
- European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
- Pricing double volatility barriers option under stochastic volatility (Q5086643) (← links)
- OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q5158749) (← links)
- Revisiting the intertemporal risk–return relation: asymmetrical effect of unexpected volatility shocks (Q5247940) (← links)
- Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355) (← links)
- Asset pricing with disequilibrium price adjustment: theory and empirical evidence (Q5746757) (← links)
- Equilibrium with new investment opportunities (Q5941431) (← links)
- On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)
- Economic tracking portfolios (Q5952030) (← links)
- Generalized spectral estimation of the consumption-based asset pricing model (Q5952954) (← links)
- Business-cycle consumption risk and asset prices (Q6090595) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* (Q6134140) (← links)
- Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (Q6547039) (← links)
