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Beyond arbitrage : "good-deal"...
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Beyond arbitrage : good-deal asset price bounds in incomplete markets
Cochrane, John H.
;
Saá-Requejo, Jesús
- In:
Journal of political economy
108
(
2000
)
1
,
pp. 79-119
Persistent link: https://www.econbiz.de/10001454786
Saved in:
2
Shocks
Cochrane, John H.
-
1994
Persistent link: https://www.econbiz.de/10000885222
Saved in:
3
Univariate v[ersu]s multivariate forecasts of GNP growth and stock returns : evidence and implications for the persistence of shocks, detrending methods, and tests of the permanent...
Cochrane, John H.
-
1990
Persistent link: https://www.econbiz.de/10000802322
Saved in:
4
Volatility tests and efficient markets : a review essay
Cochrane, John H.
-
1991
Persistent link: https://www.econbiz.de/10000808241
Saved in:
5
Explaining the variance of price dividend ratios
Cochrane, John H.
-
1989
Persistent link: https://www.econbiz.de/10000778779
Saved in:
6
Using production based asset pricing to explain the behavior of stock returns over the business cycle
Cochrane, John H.
-
1989
Persistent link: https://www.econbiz.de/10000782597
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7
The sensitivity of tests of the intertemporal allocation of consumption to near-rational alternatives
Cochrane, John H.
-
1988
Persistent link: https://www.econbiz.de/10000755662
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8
Production based asset pricing
Cochrane, John H.
-
1988
Persistent link: https://www.econbiz.de/10000758088
Saved in:
9
A test of consumption insurance
Cochrane, John H.
-
1988
Persistent link: https://www.econbiz.de/10000758554
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10
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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