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

Smooth Ambiguity Model

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 ◽

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 ◽

Lévy Jumps

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 ◽

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 ◽

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 ◽

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 ◽

Market Search ◽

Labor Market Search

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 ◽

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 ◽

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 ◽

Market Search ◽

Labor Market Search

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

Insurance in an Equilibrium Asset-Pricing Model

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 ◽