The Lucas Orchard

DOI10.3982/ECTA8446zbMath1274.91202OpenAlexW4244583600MaRDI QIDQ2857039

Ian W. R. Martin

Publication date: 31 October 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta8446

zbMATH Keywords

Fourier transformcomovementcomplex analysisdisastersmultiple assetscumulant-generating functionLucas treesmall assets

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (11)

Continuous time one-dimensional asset-pricing models with analytic price-dividend functions ⋮ Cross-sectional asset pricing with heterogeneous preferences and beliefs ⋮ EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY ⋮ Asset prices in segmented and integrated markets ⋮ A dynamic equilibrium model of imperfectly integrated financial markets ⋮ Informational Efficiency with Trading Constraints: A Characterization ⋮ Dynamically complete markets under Brownian motion ⋮ General equilibrium pricing with multiple dividend streams and regime switching ⋮ CAPM-anomalies: quantitative puzzles ⋮ The learning premium ⋮ Nonlinear effect of sentiment on momentum

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