A Continuous-Time Asset Pricing Model with Smooth Ambiguity Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.2641478 ◽

2015 ◽

Author(s):

Masataka Suzuki

Keyword(s):

Asset Pricing ◽

Continuous Time ◽

Pricing Model ◽

Asset Pricing Model

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Temporal Aggregation and the Continuous-Time Capital Asset Pricing Model

The Journal of Finance ◽

10.1111/j.1540-6261.1989.tb02628.x ◽

1989 ◽

Vol 44 (4) ◽

pp. 871-887 ◽

Cited By ~ 25

Author(s):

FRANCIS A. LONGSTAFF

Keyword(s):

Asset Pricing ◽

Continuous Time ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Temporal Aggregation ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Estimating the Continuous-Time Consumption-Based Asset-Pricing Model

Journal of Business and Economic Statistics ◽

10.1080/07350015.1987.10509594 ◽

1987 ◽

Vol 5 (3) ◽

pp. 315-327 ◽

Cited By ~ 17

Author(s):

S. J. Grossman ◽

A. Melino ◽

R. J. Shiller

Keyword(s):

Asset Pricing ◽

Continuous Time ◽

Pricing Model ◽

Asset Pricing Model ◽

Time Consumption

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Estimating the Continuous-Time Consumption-Based Asset-Pricing Model

Journal of Business and Economic Statistics ◽

10.2307/1391605 ◽

1987 ◽

Vol 5 (3) ◽

pp. 315 ◽

Cited By ~ 42

Author(s):

S. J. Grossman ◽

A. Melino ◽

R. J. Shiller

Keyword(s):

Asset Pricing ◽

Continuous Time ◽

Pricing Model ◽

Asset Pricing Model ◽

Time Consumption

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

SSRN Electronic Journal ◽

10.2139/ssrn.1794181 ◽

2011 ◽

Cited By ~ 1

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

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Estimating the Continuous Time Consumption Based Asset Pricing Model

10.3386/w1643 ◽

1985 ◽

Cited By ~ 3

Author(s):

Sanford Grossman ◽

Angelo Melino ◽

Robert Shiller

Keyword(s):

Asset Pricing ◽

Continuous Time ◽

Pricing Model ◽

Asset Pricing Model ◽

Time Consumption

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Continuous-Time Asset Pricing Model

Probability and Finance Theory ◽

10.1142/9789814641944_0009 ◽

2015 ◽

pp. 223-240

Keyword(s):

Asset Pricing ◽

Continuous Time ◽

Pricing Model ◽

Asset Pricing Model

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The Capital Asset Pricing Model and Market Microstructure

CFA Digest ◽

10.2469/dig.v29.n4.589 ◽

1999 ◽

Vol 29 (4) ◽

pp. 96-96

Author(s):

Frank T. Magiera

Keyword(s):

Asset Pricing ◽

Market Microstructure ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Capital Asset Pricing Model und Alternativkalküle

10.1007/978-3-658-12025-2 ◽

2016 ◽

Author(s):

Raphael Stahl

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model, A Fundamental Critique

SSRN Electronic Journal ◽

10.2139/ssrn.1612415 ◽

2010 ◽

Author(s):

Roger Dayala

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Validity of Non-Standardized Form of Capital Asset Pricing Model in Pakistan

SSRN Electronic Journal ◽

10.2139/ssrn.1867877 ◽

2011 ◽

Cited By ~ 1

Author(s):

M.Irfan Khan ◽

Sarwat Afzal

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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