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

DOI10.1016/J.JEDC.2004.02.002zbMath1202.91105OpenAlexW2064986099MaRDI QIDQ953753

Stefano G. Athanasoulis

Publication date: 6 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2004.02.002

zbMATH Keywords

incomplete marketsequity premiumlimited participationdividend betanon-traded labor income

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

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

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