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A continuous time equilibrium...
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Richard, Scott F.
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ECONIS (ZBW)
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RePEc
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USB Cologne (EcoSocSci)
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A continuous time equilibrium model of forward prices and futures prices in a multigood economy
Richard, Scott F.
;
Sundaresan, M.
- In:
Journal of Financial Economics
9
(
1981
)
4
,
pp. 347-371
Persistent link: https://www.econbiz.de/10005352014
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2
Constant absolute risk aversion preferences and constant equilibrium interest rates
Sundaresan, M.
- In:
The journal of finance : the journal of the American …
38
(
1983
)
1
,
pp. 205-212
Persistent link: https://www.econbiz.de/10003690560
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3
Constancy of quilibrium interest rates for power utility functions and stochastic constant returns to scale technologies
Sundaresan, M.
- In:
Economics letters
13
(
1983
)
1
,
pp. 63-67
Persistent link: https://www.econbiz.de/10002889246
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4
Consumption and equilibrium interest rates in stochastic production economies
Sundaresan, M.
- In:
The journal of finance : the journal of the American …
39
(
1984
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10002889253
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5
Constancy of equilibrium interest rates for power utility functions and stochastic constant returns to scale technologies
Sundaresan, M.
- In:
Economics Letters
13
(
1983
)
1
,
pp. 63-67
Persistent link: https://www.econbiz.de/10005257490
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6
An arbitrage model of the term structure of interest rates
Richard, Scott F.
- In:
Journal of financial economics
6
(
1978
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10002682705
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7
A generalized capital asset pricing model
Richard, Scott F.
- In:
Portfolio theory, 25 years after : essays in honor of …
,
(pp. 215-232)
.
1979
Persistent link: https://www.econbiz.de/10002682839
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8
Multivariate risk aversion, utility independence and separable utility functions
Richard, Scott F.
- In:
Management science : journal of the Institute for …
22
(
1975
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10002682849
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9
Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model
Richard, Scott F.
- In:
Journal of financial economics
2
(
1975
)
2
,
pp. 187-203
Persistent link: https://www.econbiz.de/10002682860
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10
Exploring a two-factor, Markovian, longnormal model of the term structure of interest rates
Richard, Scott F.
- In:
The legacy of Fischer Black
,
(pp. 197-211)
.
2005
Persistent link: https://www.econbiz.de/10003404091
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