ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Asset Prices in General Equilibrium with Transactions Costs and Recursive Utility
SSRN Electronic Journal
◽
10.2139/ssrn.1785491
◽
2011
◽
Cited By ~ 8
Author(s):
Adrian Buss
◽
Raman Uppal
◽
Grigory Vilkov
Keyword(s):
General Equilibrium
◽
Asset Prices
◽
Recursive Utility
◽
Transactions Costs
Download Full-text
Related Documents
Cited By
References
Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs
SSRN Electronic Journal
◽
10.2139/ssrn.2397083
◽
2014
◽
Cited By ~ 3
Author(s):
Adrian Buss
◽
Raman Uppal
◽
Grigory Vilkov
Keyword(s):
General Equilibrium
◽
Asset Prices
◽
Recursive Utility
◽
Transactions Costs
Download Full-text
Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs
SSRN Electronic Journal
◽
10.2139/ssrn.2366296
◽
2013
◽
Cited By ~ 6
Author(s):
Adrian Buss
◽
Raman Uppal
◽
Grigory Vilkov
Keyword(s):
General Equilibrium
◽
Asset Prices
◽
Recursive Utility
◽
Transactions Costs
Download Full-text
Diminishing Sensitivity Vs. Loss Aversion: A General Equilibrium Model of the Disposition Effect, Asset Prices and Trading Volume
SSRN Electronic Journal
◽
10.2139/ssrn.1355398
◽
2009
◽
Author(s):
Yan Li
◽
Liyan Yang
Keyword(s):
General Equilibrium
◽
Loss Aversion
◽
Equilibrium Model
◽
Asset Prices
◽
Trading Volume
◽
General Equilibrium Model
◽
Disposition Effect
◽
Diminishing Sensitivity
Download Full-text
Funding-Shortfall Risk and Asset Prices in General Equilibrium
SSRN Electronic Journal
◽
10.2139/ssrn.2819938
◽
2016
◽
Author(s):
Majid Hasan
Keyword(s):
General Equilibrium
◽
Asset Prices
◽
Shortfall Risk
Download Full-text
Pricing Two Trees When Mildew Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
SSRN Electronic Journal
◽
10.2139/ssrn.1633480
◽
2012
◽
Cited By ~ 1
Author(s):
Nicole Branger
◽
Holger Kraft
◽
Christoph Meinerding
Keyword(s):
General Equilibrium
◽
Asset Prices
Download Full-text
Asset Prices and Trading Volume Under Fixed Transactions Costs
10.3386/w8311
◽
2001
◽
Cited By ~ 23
Author(s):
Andrew Lo
◽
Harry Mamaysky
◽
Jiang Wang
Keyword(s):
Asset Prices
◽
Trading Volume
◽
Transactions Costs
Download Full-text
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
Annals of Finance
◽
10.1007/s10436-012-0197-y
◽
2012
◽
Vol 8
(4)
◽
pp. 507-531
◽
Cited By ~ 7
Author(s):
Gonçalo Faria
◽
João Correia-da-Silva
Keyword(s):
General Equilibrium
◽
Equilibrium Model
◽
Asset Prices
◽
General Equilibrium Model
◽
Price Of Risk
Download Full-text
Asset Prices and Trading Volume under Fixed Transactions Costs
Journal of Political Economy
◽
10.1086/422565
◽
2004
◽
Vol 112
(5)
◽
pp. 1054-1090
◽
Cited By ~ 166
Author(s):
Andrew W. Lo
◽
Harry Mamaysky
◽
Jiang Wang
Keyword(s):
Asset Prices
◽
Trading Volume
◽
Transactions Costs
Download Full-text
Asset Prices and Trading Volume Under Fixed Transactions Costs
SSRN Electronic Journal
◽
10.2139/ssrn.270733
◽
2001
◽
Cited By ~ 1
Author(s):
Andrew W. Lo
◽
Harry Mamaysky
◽
Jiang Wang
Keyword(s):
Asset Prices
◽
Trading Volume
◽
Transactions Costs
Download Full-text
Funding Shortfall Risk and Asset Prices in General Equilibrium
SSRN Electronic Journal
◽
10.2139/ssrn.2731057
◽
2016
◽
Author(s):
Majid Hasan
Keyword(s):
General Equilibrium
◽
Asset Prices
◽
Shortfall Risk
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close