THE EQUITY PREMIUM IN CONSUMPTION AND PRODUCTION MODELS

DOI10.1017/S1365100511000708zbMath1246.91076MaRDI QIDQ2907912

Levent Akdeniz, W. Davis Dechert

Publication date: 4 September 2012

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Consumer behavior, demand theory (91B42) Special types of economic markets (including Cournot, Bertrand) (91B54)

Cites Work

• The equity premium in Brock's asset pricing model
• On optimal growth under uncertainty
• Asset Prices in an Exchange Economy

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