Pages that link to "Item:Q5444680"
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The following pages link to ASSET PRICING IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS WITH INDETERMINACY (Q5444680):
Displaying 12 items.
- A capital asset pricing model under stable Paretian distributions in a pure exchange economy (Q705053) (← links)
- Universal bounds for asset prices in heterogeneous economies (Q1003350) (← links)
- Towards a generalization of Dupire's equation for several assets (Q1018345) (← links)
- Asset price volatility in a nonconvex general equilibrium model (Q1269791) (← links)
- A dynamic stochastic model of asset pricing with heterogeneous beliefs (Q2267813) (← links)
- The volatility of asset prices in a stochastic production economy (Q2366936) (← links)
- Dynamic valuation decomposition within stochastic economies (Q2859075) (← links)
- Multivariate asset price dynamics with stochastic covariation (Q2994859) (← links)
- An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information (Q3751330) (← links)
- Asset flow and momentum: deterministic and stochastic equations (Q4719413) (← links)
- Asset pricing with a forward--backward stochastic differential utility (Q5941377) (← links)
- Uncertainty, expectations and asset price dynamics. Essays in honor of Georges Prat (Q5970355) (← links)