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INVESTMENT THEORY - The Equity...
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Recursive competitive equilibrium
Mehra, Rajnish
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2006
Persistent link: https://www.econbiz.de/10003362246
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Recursive competitive equilibrium
Mehra, Rajnish
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2006
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Rev. ed.
Persistent link: https://www.econbiz.de/10003367372
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Recursive Competitive Equilibrium
Mehra, Rajnish
-
2006
In this article we define a Recursive Competitive Equilibrium, provide an example and review the related literature. The article is an entry prepared for The New Palgrave: A Dictionary of Economics, 2nd Edition (Palgrave Macmillan: New York)
Persistent link: https://www.econbiz.de/10012466231
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Can Small Fluctuations in Investors’ Subjective Preferences Induce Large Volatility in Equity Prices?
Mehra, Rajnish
-
2012
This paper focuses on the potential effects of small fluctuations in investors' subjective preferences (specifically, their discount factors and attitudes towards risk) on the volatility of equity prices. We briefly summarize some of the arguments and evidence regarding the fluctuations in...
Persistent link: https://www.econbiz.de/10013104856
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5
Recursive Competitive Equilibrium
Mehra, Rajnish
-
2006
In this article we define a Recursive Competitive Equilibrium, provide an example and review the related literature. The article is an entry prepared for The New Palgrave: A Dictionary of Economics, 2nd Edition (Palgrave Macmillan: New York)
Persistent link: https://www.econbiz.de/10012779584
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