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A mean-variance benchmark for intertemporal portfolio theory
Cochrane, John H. - 2013
Persistent link: https://www.econbiz.de/10009715068
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Two trees : asset price dynamics induced by market clearing
Cochrane, John H.; Longstaff, Francis A.; Santa-Clara, Pedro - 2003
Persistent link: https://www.econbiz.de/10001852332
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Portfolios for long-terminvestors
Cochrane, John H. - 2021
Persistent link: https://www.econbiz.de/10012505796
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Production based asset pricing
Cochrane, John H. - 1988
Persistent link: https://www.econbiz.de/10000758088
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Beyond arbitrage : "good-deal" asset price bounds in incomplete markets
Cochrane, John H.; Saá-Requejo, Jesús - 1996
Persistent link: https://www.econbiz.de/10000584807
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A cross-sectional test of a production-based asset pricing model
Cochrane, John H. - 1992
Persistent link: https://www.econbiz.de/10000136635
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A rehabilitation of stochastic discount factor methodology
Cochrane, John H. - 2001
Persistent link: https://www.econbiz.de/10001620944
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By force of habit : a consumption-based explanation of aggregate stock market behavior
Campbell, John Y. - 1995
Persistent link: https://www.econbiz.de/10000923702
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Explaining the poor performance of consumption-based asset pricing models
Campbell, John Y.; Cochrane, John H. - 1999
Persistent link: https://www.econbiz.de/10001400026