Risk and return in a dynamic general equilibrium model

DOI10.1016/S0165-1889(99)00037-8zbMath0959.91035MaRDI QIDQ1978605

Levent Akdeniz

Publication date: 4 June 2000

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

zbMATH Keywords

returnriskgrowth modelintertemporal general equilibrium model

Mathematics Subject Classification ID

Economic growth models (91B62) General equilibrium theory (91B50)

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Cites Work

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• Projection methods for solving aggregate growth models
• Do CAPM results hold in a dynamic economy? A numerical analysis
• Time to Build and Aggregate Fluctuations
• Asset Prices in an Exchange Economy
• Common risk factors in the returns on stocks and bonds
• A note on a new class of solutions to dynamic programming problems arising in economic growth

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