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Large deviations and equilibrium selection in large populations

Beggs, Alan W. - In: Journal of economic theory 132 (2007) 1, pp. 383-410

Persistent link: https://www.econbiz.de/10003407409

Bayesian beliefs with stochastic monotonicity : an extension of Machina and Schmeidler

Grant, Simon; Polak, Ben - In: Journal of economic theory 130 (2006) 1, pp. 264-282

Persistent link: https://www.econbiz.de/10003379351

Risky human capital and deferred capital income taxation

Grochulski, Borys; Piskorski, Tomasz - In: Journal of economic theory 145 (2010) 3, pp. 908-943

Persistent link: https://www.econbiz.de/10008697136

Log-normal approximation of the equity premium in the production model

Heer, Burkhard; Maußner, Alfred - 2010

The conditional equity premium in the model with production is often approximated by assuming a jointly log-normal distribution of the marginal rate of substitution in consumption and the marginal productivity of capital. We show that, for standard parameterization, this premium is about one...