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A correlation pricing formula
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1
Do
CAPM
results hold in a dynamic economy? : A numerical analysis
Akdeniz, Levent
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 981-1003
Persistent link: https://www.econbiz.de/10001335986
Saved in:
2
Market risk and asset prices
Smith, Richard Todd
- In:
Journal of economic dynamics & control
17
(
1993
)
4
,
pp. 555-569
Persistent link: https://www.econbiz.de/10001142563
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3
Further results on asset pricing with incomplete information
Detemple, Jérôme B.
- In:
Journal of economic dynamics & control
15
(
1991
)
3
,
pp. 425-453
Persistent link: https://www.econbiz.de/10001105523
Saved in:
4
Asset and commodity prices with multi-attribute durable goods
Detemple, Jérôme B.
- In:
Journal of economic dynamics & control
20
(
1996
)
8
,
pp. 1451-1504
Persistent link: https://www.econbiz.de/10001203966
Saved in:
5
What do interest rates reveal about the functioning of real business cycle models?
Beaudry, Paul
- In:
Journal of economic dynamics & control
20
(
1996
)
9
,
pp. 1661-1682
Persistent link: https://www.econbiz.de/10001209458
Saved in:
6
The term structure of interest rates in real and monetary economies
Den Haan, Wouter J.
- In:
Journal of economic dynamics & control
19
(
1995
)
5
,
pp. 909-940
Persistent link: https://www.econbiz.de/10001184978
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7
Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
Bardhan, Indrajit
- In:
Journal of economic dynamics & control
20
(
1996
)
1
,
pp. 361-384
Persistent link: https://www.econbiz.de/10001190603
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8
Dynamic portfolio choice and asset pricing with differential information
Zhou, Chunsheng
- In:
Journal of economic dynamics & control
22
(
1998
)
7
,
pp. 1027-1051
Persistent link: https://www.econbiz.de/10001243969
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9
A nonuniform grid method for solving PDE's
Izvorski, Ivailo
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1445-1452
Persistent link: https://www.econbiz.de/10001250753
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10
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
Brock, William A.
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1235-1274
Persistent link: https://www.econbiz.de/10001250766
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