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Chapter 11 Intertemporal asset pricing theory
Handbook of the Economics of Finance - Financial Markets and Asset Pricing
◽
10.1016/s1574-0102(03)01020-3
◽
2003
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pp. 639-742
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Cited By ~ 6
Author(s):
Darrell Duffie
Keyword(s):
Asset Pricing
◽
Asset Pricing Theory
◽
Pricing Theory
◽
Intertemporal Asset Pricing
Download Full-text
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References
Financial Indices, Joint Ventures and Strategic Alliances Invalidate Cumulative Prospect Theory, Third-Generation Prospect Theory, Related Approaches and Intertemporal Asset Pricing Theory: HCI and Three New Decision Models
Indices, Index Funds And ETFs
◽
10.1057/978-1-137-44701-2_11
◽
2018
◽
pp. 515-563
◽
Cited By ~ 1
Author(s):
Michael I. C. Nwogugu
Keyword(s):
Asset Pricing
◽
Prospect Theory
◽
Strategic Alliances
◽
Joint Ventures
◽
Cumulative Prospect Theory
◽
Third Generation
◽
Asset Pricing Theory
◽
Pricing Theory
◽
Intertemporal Asset Pricing
◽
Financial Indices
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Tests of the risk premium on foreign currency futures impiled by the intertemporal asset pricing theory
Applied Financial Economics
◽
10.1080/758529176
◽
1995
◽
Vol 5
(2)
◽
pp. 85-94
Author(s):
Ramazan Gencay
Keyword(s):
Asset Pricing
◽
Risk Premium
◽
Foreign Currency
◽
Currency Futures
◽
Asset Pricing Theory
◽
Pricing Theory
◽
Intertemporal Asset Pricing
Download Full-text
Stock-Indices and Strategic Alliances as Evidence of the Invalidity of Third-Generation Prospect Theory, Related Approaches and Intertemporal Asset Pricing Theory: Three New Decision Models
SSRN Electronic Journal
◽
10.2139/ssrn.2702944
◽
2015
◽
Author(s):
Michael C. I. Nwogugu
Keyword(s):
Asset Pricing
◽
Prospect Theory
◽
Strategic Alliances
◽
Decision Models
◽
Third Generation
◽
Stock Indices
◽
Asset Pricing Theory
◽
Pricing Theory
◽
Intertemporal Asset Pricing
Download Full-text
INTERTEMPORAL ASSET PRICING THEORY: AN EMPIRICAL TEST
Financial Review
◽
10.1111/j.1540-6288.1981.tb01700.x
◽
1981
◽
Vol 16
(4)
◽
pp. 67-67
Author(s):
Roger A. Morin
Keyword(s):
Asset Pricing
◽
Empirical Test
◽
Asset Pricing Theory
◽
Pricing Theory
◽
Intertemporal Asset Pricing
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An Asset Pricing Theory of Volatility Tail Behavior
SSRN Electronic Journal
◽
10.2139/ssrn.1785923
◽
2010
◽
Cited By ~ 1
Author(s):
Gurdip S. Bakshi
◽
Dilip B. Madan
◽
George Panayotov
Keyword(s):
Asset Pricing
◽
Tail Behavior
◽
Asset Pricing Theory
◽
Pricing Theory
Download Full-text
Dynamic asset pricing theory with uncertain time-horizon
Journal of Economic Dynamics and Control
◽
10.1016/j.jedc.2004.10.002
◽
2005
◽
Vol 29
(10)
◽
pp. 1737-1764
◽
Cited By ~ 30
Author(s):
Christophette Blanchet-Scalliet
◽
Nicole El Karoui
◽
Lionel Martellini
Keyword(s):
Asset Pricing
◽
Time Horizon
◽
Asset Pricing Theory
◽
Pricing Theory
◽
Uncertain Time
◽
Dynamic Asset Pricing
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A partial introduction to financial asset pricing theory
Stochastic Processes and their Applications
◽
10.1016/s0304-4149(00)00064-8
◽
2001
◽
Vol 91
(2)
◽
pp. 169-203
◽
Cited By ~ 29
Author(s):
Philip Protter
Keyword(s):
Asset Pricing
◽
Financial Asset
◽
Asset Pricing Theory
◽
Pricing Theory
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Asset Pricing Theory
Introduction to Finance
◽
10.1142/9789811241284_0019
◽
2022
◽
pp. 551-575
Keyword(s):
Asset Pricing
◽
Asset Pricing Theory
◽
Pricing Theory
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Experiments with Financial Markets: Implications for Asset Pricing Theory
New Frontiers in Economics
◽
10.1017/cbo9780511754357.006
◽
2004
◽
pp. 103-127
Author(s):
Peter Bossaerts
Keyword(s):
Asset Pricing
◽
Financial Markets
◽
Asset Pricing Theory
◽
Pricing Theory
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Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets
SSRN Electronic Journal
◽
10.2139/ssrn.240649
◽
2000
◽
Cited By ~ 9
Author(s):
Peter L. Bossaerts
◽
Charles R. Plott
Keyword(s):
Asset Pricing
◽
Financial Markets
◽
Large Scale
◽
Basic Principles
◽
Asset Pricing Theory
◽
Pricing Theory
Download Full-text
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