scholarly journals On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type

1999 ◽  
Author(s):  
Luigi Montrucchio ◽  
Fabio Privileggi
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Equilibrium Asset Pricing ◽  
Asset Pricing Models

scholarly journals On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type

2001 ◽  
Vol 101 (1) ◽  
pp. 158-188 ◽  
Author(s):  
Luigi Montrucchio ◽  
Fabio Privileggi
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Equilibrium Asset Pricing ◽  
Asset Pricing Models

scholarly journals Complex dynamics in equilibrium asset pricing models with boundedly rational, heterogeneous agents

Complexity ◽  
2013 ◽  
Vol 19 (3) ◽  
pp. 38-55
Author(s):  
Paul M. Beaumont ◽  
Yuanying Guan ◽  
Alec N. Kercheval
Keyword(s):  
Asset Pricing ◽  
Heterogeneous Agents ◽  
Complex Dynamics ◽  
Pricing Models ◽  
Equilibrium Asset Pricing ◽  
Asset Pricing Models

Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance

2008 ◽  
Author(s):  
Haitao Li ◽  
Yuewu Xu ◽  
Xiaoyan Zhang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

On the Estimation of Asset Pricing Models Using Univariate Betas

2009 ◽  
Author(s):  
Raymond Kan ◽  
Cesare Robotti
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Short-Selling Status and Asset-Pricing Models

2012 ◽  
Author(s):  
Min Bai
Keyword(s):  
Asset Pricing ◽  
Short Selling ◽  
Pricing Models ◽  
Asset Pricing Models

Implications of Predictability Across Horizons for Asset Pricing Models

2012 ◽  
Author(s):  
Carlo A. Favero ◽  
Fulvio Ortu ◽  
Andrea Tamoni ◽  
Haoxi Yang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Asset Pricing Models? - A Different Approach!

2013 ◽  
Author(s):  
Vladislav Vacek ◽  
Robert Gottfried Kuklik
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models
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