A Multiperiod Equilibrium Asset Pricing Model

R. C. Stapleton; M. G. Subrahmanyam

doi:10.2307/1911437

A Multiperiod Equilibrium Asset Pricing Model

Econometrica ◽

10.2307/1911437 ◽

1978 ◽

Vol 46 (5) ◽

pp. 1077 ◽

Cited By ~ 63

Author(s):

R. C. Stapleton ◽

M. G. Subrahmanyam

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

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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

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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

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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

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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

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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

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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

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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

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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

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An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model

Journal of Mathematical Finance ◽

10.4236/jmf.2018.82031 ◽

2018 ◽

Vol 08 (02) ◽

pp. 497-515

Author(s):

Hideki Iwaki

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Dual Theory ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing ◽

Smooth Ambiguity Model

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Insurance in an Equilibrium Asset-Pricing Model

Fair Rate of Return in Property-Liability Insurance - Huebner International Series on Risk, Insurance and Economic Security ◽

10.1007/978-94-015-7753-3_4 ◽

1987 ◽

pp. 79-99 ◽

Cited By ~ 5

Author(s):

Andrew L. Turner

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

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