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CAPM
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Cecchetti, Stephen G.
14
Lam, Pok-sang
14
Mark, Nelson C.
13
Lucas, Deborah
7
Heaton, John
5
Clark, Nelson C.
1
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ECONIS (ZBW)
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1
Asset pricing with incomplete markets
Lucas, Deborah
- In:
Hitotsubashi journal of economics
34
(
1993
),
pp. 163-179
Persistent link: https://www.econbiz.de/10001162439
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2
Asset pricing with undiversifiable income risk and short sales constraints : deepening the equity premium puzzle
Lucas, Deborah
- In:
Journal of monetary economics
34
(
1994
)
3
,
pp. 325-341
Persistent link: https://www.econbiz.de/10001175097
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3
The equity premium and the risk free rate : matching the moments
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1991
Persistent link: https://www.econbiz.de/10000817539
Saved in:
4
Mean reversion in equilibrium asset prices
Cecchetti, Stephen G.
- In:
The American economic review
80
(
1990
)
3
,
pp. 398-418
Persistent link: https://www.econbiz.de/10001087993
Saved in:
5
The equity premium and the risk-free rate : matching the moments
Cecchetti, Stephen G.
- In:
Journal of monetary economics
31
(
1993
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10001140293
Saved in:
6
Asset pricing with distorted beliefs : are equity returns too good to be true?
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
- In:
The American economic review
90
(
2000
)
4
,
pp. 787-805
Persistent link: https://www.econbiz.de/10001521099
Saved in:
7
Testing volatility restrictions on intertemporal marginal rates of substitution implied by Euler equations and asset returns
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1992
Persistent link: https://www.econbiz.de/10000843094
Saved in:
8
Asset pricing with distorted beliefs : are equity returns too good to be true?
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1998
Persistent link: https://www.econbiz.de/10000652227
Saved in:
9
Mean reversion in equilibrium asset prices
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1988
Persistent link: https://www.econbiz.de/10000758085
Saved in:
10
Asset pricing with distorted beliefs : are equity returns too good to be true?
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1997
Persistent link: https://www.econbiz.de/10000959246
Saved in:
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