Pages that link to "Item:Q4372001"
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The following pages link to A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001):
Displaying 12 items.
- Asset pricing for general processes (Q804457) (← links)
- Small dimension PDE for discrete Asian options (Q951412) (← links)
- The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
- Crash states and the equity premium: Solving one puzzle raises another (Q1129185) (← links)
- Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. (Q1605201) (← links)
- Asset pricing with jump/diffusion permanent income shocks (Q1614798) (← links)
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201) (← links)
- A note on an interpretation to consumption-based CAPM (Q1934788) (← links)
- The equity premium in consumption and production models (Q2907912) (← links)
- Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics* (Q4554739) (← links)
- Estimating C-CAPM and the equity premium over the frequency domain (Q5881710) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)
