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Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian - In: Journal of economic dynamics & control 95 (2018), pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
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A note on robustness in Merton's model of intertemporal consumption and portfolio choice
Trojani, Fabio; Vanini, Paolo - In: Journal of economic dynamics & control 26 (2002) 3, pp. 423-435
Persistent link: https://www.econbiz.de/10001636259
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An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility
Abel, Andrew B. - In: Journal of economic dynamics & control 21 (1997) 4, pp. 831-852
Persistent link: https://www.econbiz.de/10001221212
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Exit, selection, and the value of firms
Hopenhayn, Hugo Andrés - In: Journal of economic dynamics & control 16 (1992) 3, pp. 621-653
Persistent link: https://www.econbiz.de/10001130440
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Interest rate, demand and input price uncertainty and the value of firms
French, George E. - In: Journal of economic dynamics & control 9 (1985) 4, pp. 457-476
Persistent link: https://www.econbiz.de/10001033660
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The external finance premium and the macroeconomy : US post-WWII evidence
De Graeve, Ferre - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3415-3440
Persistent link: https://www.econbiz.de/10003780924
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Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle
Giordani, Paolo; Söderlind, Paul - In: Journal of economic dynamics & control 30 (2006) 6, pp. 1027-1043
Persistent link: https://www.econbiz.de/10003327668
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A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
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The equity premium in Brock's asset pricing model
Akdeniz, Levent; Dechert, W. Davis - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2263-2292
Persistent link: https://www.econbiz.de/10003485082
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Money and asset price in a continuous-time Lucas and Stokey cash-in-advance economy
Balduzzi, Pierluigi - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2713-2743
Persistent link: https://www.econbiz.de/10003499204