An External Habit Model Subject to Long Run Risk in Continuous Time: A Multi-Dimensional Asset Pricing Model

2011 ◽  
Author(s):  
Yu Chen ◽  
Thomas F. Cosimano ◽  
Alex A. Himonas
Keyword(s):  
Asset Pricing ◽  
Continuous Time ◽  
Pricing Model ◽  
Asset Pricing Model ◽  
Long Run ◽  
Long Run Risk ◽  
Model Subject

Asset Pricing with Growth

2019 ◽  
pp. 45-55
Author(s):  
Harold L. Cole
Keyword(s):  
Asset Pricing ◽  
Pricing Model ◽  
Asset Pricing Model ◽  
Long Run ◽  
Risk Neutral

This chapter extends the risk-neutral asset pricing model to account for long-run growth.

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