Pages that link to "Item:Q1614798"
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The following pages link to Asset pricing with jump/diffusion permanent income shocks (Q1614798):
Displaying 10 items.
- Incomplete financial markets and jumps in asset prices (Q324352) (← links)
- Asset pricing for general processes (Q804457) (← links)
- Asset returns in an endogenous growth model with incomplete markets (Q951498) (← links)
- Expectation revisions and jumps in asset prices (Q1128939) (← links)
- A simple model of incomplete insurance The case of permanent shocks (Q1129279) (← links)
- Testable implications of consumption-based asset pricing models with incomplete markets. (Q1428169) (← links)
- Asset prices with non-permanent shocks to consumption (Q1655728) (← links)
- Permanent shocks, signal extraction, and portfolio selection (Q1657607) (← links)
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201) (← links)
- A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) (← links)