CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS.
- Published in:
- Macroeconomic Dynamics, 1997, v. 1, n. 2, p. 485, doi. 10.1017/S1365100597003088
- By:
- Publication type:
- Article
Works matching IS 13651005 AND DT 1997 AND VI 1 AND IP 2
Results: 6
1
2
STRUCTURAL NONLINEAR CONTINUOUS-TIME MODELS IN ECONOMETRICS.
- Published in:
- Macroeconomic Dynamics, 1997, v. 1, n. 2, p. 518, doi. 10.1017/S1365100597003106
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- Publication type:
- Article
3
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS.
- Published in:
- Macroeconomic Dynamics, 1997, v. 1, n. 2, p. 452, doi. 10.1017/S1365100597003076
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- Publication type:
- Article
4
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS.
- Published in:
- Macroeconomic Dynamics, 1997, v. 1, n. 2, p. 355, doi. 10.1017/S1365100597003040
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- Publication type:
- Article
5
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS.
- Published in:
- Macroeconomic Dynamics, 1997, v. 1, n. 2, p. 333, doi. 10.1017/S1365100597003039
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- Publication type:
- Article
6
HABIT PERSISTENCE AND ASSET RETURNS IN AN EXCHANGE ECONOMY.
- Published in:
- Macroeconomic Dynamics, 1997, v. 1, n. 2, p. 312, doi. 10.1017/S1365100597003027
- By:
- Publication type:
- Article