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Risk and return in a dynamic general equilibrium model
Akdeniz, Levent - In: Journal of Economic Dynamics and Control 24 (2000) 5-7, pp. 1079-1096
Persistent link: https://www.econbiz.de/10005229685
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The equity premium in Brock's asset pricing model
Akdeniz, Levent; Dechert, W. Davis - In: Journal of Economic Dynamics and Control 31 (2007) 7, pp. 2263-2292
Persistent link: https://www.econbiz.de/10005160836
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Do CAPM results hold in a dynamic economy? A numerical analysis
Akdeniz, Levent; Dechert, W. Davis - In: Journal of Economic Dynamics and Control 21 (1997) 6, pp. 981-1003
Persistent link: https://www.econbiz.de/10005205045