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Do CAPM results hold in a dynamic economy? : A numerical analysis
Akdeniz, Levent - In: Journal of economic dynamics & control 21 (1997) 6, pp. 981-1003
Persistent link: https://www.econbiz.de/10001335986
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Market risk and asset prices
Smith, Richard Todd - In: Journal of economic dynamics & control 17 (1993) 4, pp. 555-569
Persistent link: https://www.econbiz.de/10001142563
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Asset prices in an exchange economy with habit formation
Detemple, Jérôme B. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1633-1657
Persistent link: https://www.econbiz.de/10001115933
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Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
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Substitution, risk aversion, and the temporal behavior of consumption and asset returns : a theoretical framework
Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 4, pp. 937-969
Persistent link: https://www.econbiz.de/10001070938
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A test of the efficiency of a given portfolio
Gibbons, Michael R. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 5, pp. 1121-1152
Persistent link: https://www.econbiz.de/10001076157
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Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 5, pp. 1091-1120
Persistent link: https://www.econbiz.de/10001076166
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A general approach to the arbitrage pricing theory (APT)
Reisman, Haim - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 2, pp. 473-476
Persistent link: https://www.econbiz.de/10001041536
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An intertemporal general equilibrium asset pricing model : the case of diffusion information
Huang, Chi-fu - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 1, pp. 117-147
Persistent link: https://www.econbiz.de/10001016507
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Simulated moments estimation of Markov models of asset prices
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 929-952
Persistent link: https://www.econbiz.de/10001147160