- 1 Introduction
- 2 Heterogeneous equilibria
- 3 Expansions for state price densities
- 4 Economic indicators
- 5 Stylized facts
- 6 The geometric random walk aggregate endowment process
- 7 Expansions of equity returns, risk free rates and price dividend ratios
- 8 The best homogeneous approximation
- 9 Some inequalities
- 10 Perturbative analysis of stylized facts
- 11 The status of stylized facts
- 12 A quick look at European call options
- References
- Appendices:
- A The model
- A.1 Assets and state price densities
- A.2 Agents
- B List of notations
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