Toward a Quantitative General Equilibrium Asset Pricing Model with Strategic Competition

SSRN Electronic Journal ◽

10.2139/ssrn.3604841 ◽

2020 ◽

Cited By ~ 1

Author(s):

Winston Dou ◽

Yan Ji ◽

Wei Wu

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing ◽

Strategic Competition

Download Full-text

An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information

Econometrica ◽

10.2307/1911159 ◽

1987 ◽

Vol 55 (1) ◽

pp. 117 ◽

Cited By ~ 87

Author(s):

Chi-Fu Huang

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

Download Full-text

General equilibrium asset pricing model: three applications to land markets

10.31274/rtd-180813-9234 ◽

1991 ◽

Author(s):

Cheol Soo Park

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Land Markets ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

Download Full-text

Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital

Review of Financial Studies ◽

10.1093/rfs/hhs121 ◽

2012 ◽

Vol 26 (2) ◽

pp. 491-530 ◽

Cited By ~ 54

Author(s):

Hengjie Ai ◽

Mariano Massimiliano Croce ◽

Kai Li

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Intangible Capital ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

Download Full-text

Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital

SSRN Electronic Journal ◽

10.2139/ssrn.1571330 ◽

2012 ◽

Cited By ~ 10

Author(s):

Hengjie Ai ◽

Mariano Massimiliano Croce ◽

Kai Li

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Intangible Capital ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

Download Full-text

Cash Flow and Risk Premium Dynamics in an Equilibrium Asset Pricing Model with Recursive Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.2693748 ◽

2015 ◽

Author(s):

Taeyoung Doh ◽

Shu Wu

Keyword(s):

Asset Pricing ◽

Cash Flow ◽

Risk Premium ◽

Pricing Model ◽

Recursive Preferences ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

Download Full-text

Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps

Journal of Mathematical Economics ◽

10.1016/j.jmateco.2005.08.003 ◽

2006 ◽

Vol 42 (2) ◽

pp. 131-160 ◽

Cited By ~ 10

Author(s):

Chenghu Ma

Keyword(s):

Asset Pricing ◽

Recursive Utility ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing ◽

Lévy Jumps

Download Full-text

The Capital Asset Pricing Model as a General Equilibrium With Incomplete Markets*

The Geneva Papers on Risk and Insurance Theory ◽

10.1007/bf01498460 ◽

1990 ◽

Vol 15 (1) ◽

pp. 55-71 ◽

Cited By ~ 22

Author(s):

John Geanakoplos ◽

Martin Shubik

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Incomplete Markets ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Exchange Rate Volatility in an Equilibrium Asset Pricing Model

International Economic Review ◽

10.2307/2527161 ◽

1990 ◽

Vol 31 (3) ◽

pp. 559 ◽

Cited By ~ 27

Author(s):

Rodolfo E. Manuelli ◽

James Peck

Keyword(s):

Exchange Rate ◽

Asset Pricing ◽

Exchange Rate Volatility ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

Download Full-text

An Equilibrium Asset Pricing Model with Labor Market Search

SSRN Electronic Journal ◽

10.2139/ssrn.1979625 ◽

2011 ◽

Cited By ~ 1

Author(s):

Lars-Alexander Kuehn ◽

Nicolas Petrosky-Nadeau ◽

Lu Zhang

Keyword(s):

Labor Market ◽

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing ◽

Market Search ◽

Labor Market Search

Download Full-text

An Equilibrium Asset Pricing Model with Labor Market Search

10.3386/w17742 ◽

2012 ◽

Cited By ~ 30

Author(s):

Lars-Alexander Kuehn ◽

Nicolas Petrosky-Nadeau ◽

Lu Zhang

Keyword(s):

Labor Market ◽

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing ◽

Market Search ◽

Labor Market Search

Download Full-text