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Asset pricing with long-run risk in leisure and consumption
Yang, Wei - 2010 - This draft: March 2010
Persistent link: https://www.econbiz.de/10003955436
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Long-run risk in durable consumption
Yang, Wei - In: Journal of financial economics 102 (2011) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10009308293
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Intertemporal substitution and equity premium
Yang, Wei - In: Review of finance : journal of the European Finance … 20 (2016) 1, pp. 403-445
Persistent link: https://www.econbiz.de/10011590604
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Household production and asset prices
Da, Zhi; Yang, Wei; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
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An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A. - In: The quarterly journal of finance 8 (2018) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
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On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Jarrow, Robert A. - In: Mathematics and financial economics 11 (2017) 4, pp. 455-477
Persistent link: https://www.econbiz.de/10011900579
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A CAPM with trading constraints and price bubbles
Jarrow, Robert A. - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
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Asset market equilibrium with liquidity risk
Jarrow, Robert A. - In: Annals of finance 14 (2018) 2, pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
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Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A. - In: Mathematics and financial economics 13 (2019) 1, pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
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The theory of value in security markets
Duffie, Darrell - 1991
Persistent link: https://www.econbiz.de/10001328996