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Higher order expectations in asset pricing
Bacchetta, Philippe; Van Wincoop, Eric - 2008
Persistent link: https://www.econbiz.de/10003640578
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An empirical evaluation of the long-run risks model for asset prices
Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2009
Persistent link: https://www.econbiz.de/10003906527
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Nonrevealing equilibria and consumption-based asset pricing models
Gunderson, James E. (contributor) - In: Topics in theoretical economics 6 (2006) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10003409158
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Limits of arbitrage : the state of the theory
Gromb, Dennis; Vayanos, Dimitri - 2010
Persistent link: https://www.econbiz.de/10003951926
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Limits of arbitrage : the state of the theory
Gromb, Denis; Vayanos, Dimitri - 2010
Persistent link: https://www.econbiz.de/10003958019
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Multiplicity in general financial equilibrium with portfolio constraints
Başak, Suleyman; Cass, David; Licari, Juan Manuel; … - 2006
Persistent link: https://www.econbiz.de/10003381778
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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10008656170
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Arbitrage, factor structure, and mean-variance analysis on large asset markets
Chamberlain, Gary; Rothschild, Michael - 1982
Persistent link: https://www.econbiz.de/10009571475
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Efficient "myopic" asset pricing in general equilibrium : a potential pitfall in excess volatility tests
Buiter, Willem H. - 1987
Persistent link: https://www.econbiz.de/10009572007
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The price of egalitarianism
Chang, Yongsung; Kim, Sun-bin - In: The B.E. journal of macroeconomics 11 (2011) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10009577899