Equilibrium with new investment opportunities
From MaRDI portal
Publication:5941431
DOI10.1016/S0165-1889(99)00078-0zbMath0979.91059MaRDI QIDQ5941431
Publication date: 20 August 2001
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
equilibrium consumptionequilibrium return processesgeneral equilibrium modelsecurity price processestechnological changes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimum consumption and portfolio rules in a continuous-time model
- Asset pricing for general processes
- Arbitrage and equilibrium in economies with infinitely many commodities
- Investments in flexible production capacity
- Switching costs and sectoral adjustments in general equilibrium with uninsured risk
- An Intertemporal General Equilibrium Model of Asset Prices
- Investment and the Valuation of Firms When There is an Option to Shut Down
- Asset Prices in an Exchange Economy
- An Intertemporal Capital Asset Pricing Model
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
