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Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands

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  • Athanasoulis, Stefano G.

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  • Athanasoulis, Stefano G., 2005. "Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands," Journal of Economic Dynamics and Control, Elsevier, vol. 29(3), pages 423-447, March.
    • Handle: RePEc:eee:dyncon:v:29:y:2005:i:3:p:423-447
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    Cited by:

    1. sunanda roy, 2005. "Asset prices and capital accumulation in a monetary economy with incomplete markets," GE, Growth, Math methods 0508002, University Library of Munich, Germany.
    2. repec:ebl:ecbull:v:4:y:2007:i:32:p:1-17 is not listed on IDEAS
    3. sunanda roy, 2007. "On price uncertainty, nominal assets and uninsurable idiosyncratic risks," Economics Bulletin, AccessEcon, vol. 4(32), pages 1-17.
    4. In, Francis & Yoon, Jai Hyung, 2007. "Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2637-2658, August.

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