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Continuous time one-dimensional asset-pricing models with analytic price-dividend functions
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Economic theory : official journal of the Society for … 42 (2010) 3, pp. 461-503
Persistent link: https://www.econbiz.de/10003930616
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On formulating and solving portfolio decision and asset pricing problems
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - 2014
Persistent link: https://www.econbiz.de/10010367000
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Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Annals of finance 4 (2008) 3, pp. 305-344
Persistent link: https://www.econbiz.de/10003714672
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Solving asset pricing models when the price-dividend function is analytic
Calin, Ovidiu L.; Chen, Yu; Cosimano, Thomas F.; … - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 961-982
Persistent link: https://www.econbiz.de/10002876856
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Analytic solving of asset pricing models : the by force of habit case
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3631-3660
Persistent link: https://www.econbiz.de/10003782425
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An analytic approach for stochastic differential utility for endowment and production economies
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A.; Kelly, … - In: Computational economics 44 (2014) 4, pp. 397-443
Persistent link: https://www.econbiz.de/10010489050