Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle

DOI10.1016/J.JEDC.2006.09.006zbMath1163.91360OpenAlexW2034944823MaRDI QIDQ1027384

Jai Hyung Yoon, Francis In

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2006.09.006

zbMATH Keywords

asset pricesinvestment-specific technologyrisk premiums

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands

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