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An intertemporal asset pricing model with stochastic consumption and investment
1 个回复 - 848 次查看【作者(必填)】Douglas T. Breeden 【文题(必填)】An intertemporal asset pricing model with stochastic consumption and investment opportunities 【年份(必填)】1979 【全文链接或数据库名称(选填)】h ...2017-4-27 17:22 - blueskyy - 求助成功区

A Capital Asset Pricing Model with Time-Varying Covariances
3 个回复 - 707 次查看【作者(必填)】Tim Bollerslev, Robert F. Engle, and Jeffrey M. Wooldridge 【文题(必填)】A Capital Asset Pricing Model with Time-Varying Covariances 【年份(必填)】1988 【全文链接或数据库名称(选 ...2017-4-18 18:48 - MemMao - 求助成功区

Asset pricing with liquidity risk
2 个回复 - 820 次查看【作者(必填)】Viral V. Acharya 【文题(必填)】Asset pricing with liquidity risk 【年份(必填)】2005 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0304405X05000 ...2016-8-11 22:18 - MemMao - 求助成功区

EFFICIENCY, EQUILIBRIUM, AND ASSET PRICINGWITH RISK OF DEFAULT
0 个回复 - 1564 次查看 EFFICIENCY, EQUILIBRIUM, AND ASSET PRICINGWITH RISK OF DEFAULT2015-9-5 17:26 - caroltocyj - 金融工程（数量金融）与金融衍生品

Asset pricing with liquidity risk
7 个回复 - 911 次查看【作者(必填)】 [*]Viral V. Acharyaa, b, [*]Lasse Heje Pedersen 【文题(必填)】 Asset pricing with liquidity risk 【年份(必填)】JFE 2005 【全文链接或数据库名称(选填)】2014-2-16 10:47 - lk1966mail - 求助成功区

ASSET PRICING WITH INVESTOR SENTIMENT: EVIDENCE FROM CHINESE STOCK MARKETS
1 个回复 - 691 次查看【作者(必填)】YIHAN XU and CHRISTOPHER J. GREEN 【文题(必填)】ASSET PRICING WITH INVESTOR SENTIMENT: EVIDENCE FROM CHINESE STOCK MARKETS 【年份(必填)】The Manchester SchoolVolume 81, Issue 1, ...2014-3-28 22:07 - nkky2011 - 求助成功区

Pricing and hedging in a single period market with random interval valued assets
2 个回复 - 770 次查看【作者(必填)】 [*]Surong You 【文题(必填)】Pricing and hedging in a single period market with random interval valued assets 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.scienc ...2013-9-29 10:24 - wisnnie - 求助成功区

Intertemporal Asset Pricing with Heterogeneous Beliefs
3 个回复 - 856 次查看【作者(必填)】Jerome Detemple, Shashidhar Murthy 【文题(必填)】Intertemporal Asset Pricing with Heterogeneous Beliefs 【年份(必填)】1994 【全文链接或数据库名称(选填)】2014-3-7 10:33 - dongying2009 - 求助成功区

Dynamic asset pricing model with heterogeneous sentiments
1 个回复 - 697 次查看【作者(必填)】Cipriani, Marco; Guarino, Antonio 【文题(必填)】Dynamic asset pricing model with heterogeneous sentiments 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.ingentaconn ...2014-2-23 12:41 - 不再后悔 - 求助成功区

Asset Pricing with Endogenous Disasters
2 个回复 - 1048 次查看来源：Rev. Financ. Stud. (2013) 26 (11):2916-2960.2013-11-11 02:12 - 陈肃1990 - 金融工程（数量金融）与金融衍生品

3月19日：WISE讲座：Experiments With The Lucas Asset Pricing Model
13 个回复 - 1357 次查看 “WISE-SOE”2012春季学期高级经济学系列讲座第六讲(总第201讲)——Experiments With The Lucas Asset Pricing Model 主讲: Peter L. Bossaerts教授加州理工学院时间： 2012-03-19 16:30 ...2012-3-17 11:35 - xloy - 厦门大学经济学院

Asset Pricing with Disagreement and Uncertainty About ...
1 个回复 - 288 次查看【作者(必填)】 Daniel Andrei[/backcolor] [/backcolor] , [/backcolor]Bruce Carlin[/backcolor] , [/backcolor]Michael Hasler[/backcolor] 【文题(必填)】 Asset Pricing with Disagreement and Uncertai ...2020-3-30 15:55 - leosong - 求助成功区

Further results on asset pricing with incomplete information
1 个回复 - 743 次查看【作者(必填)】Jerome B. Detemple ∗ 【文题(必填)】Further results on asset pricing with incomplete information 【年份(必填)】1991 【全文链接或数据库名称(选填)】http://www.sciencedirect. ...2016-1-4 15:26 - blueskyy - 求助成功区

Are residual correlations consistent with the Capital Asset Pricing Model?
0 个回复 - 2028 次查看教授出了一道让我完全无法理解的题，求解他的问题不是这么长的题目，而是问为什么不再出这个题目作为考题了。我不知道如何下手啊？求大神们给点建议，我好方便下手 ---------------------------------------------- ...2014-3-22 17:44 - yinningzhou - 微观经济学

求助Asset pricing with undiversifiable income risk and short sales constraint
1 个回复 - 897 次查看【作者(必填)】Deborah J. Lucas 【文题(必填)】Asset pricing with undiversifiable income risk and short sales constraints: Deepening the equity premium puzzle 【年份(必填)】December 1994 【全文链 ...2013-9-29 12:46 - mcsyky - 求助成功区

Intertemporal Asset Pricing with Heterogeneous beliefs
1 个回复 - 799 次查看【作者(必填)】Detemple, J., and S. Murthy. 【文题(必填)】 Intertemporal Asset Pricing with Heterogeneous Beliefs. 【年份(必填)】1994 Journal of Economic Theory 62:294–320. 【全文链接或数据 ...2013-5-9 14:44 - mcsyky - 求助成功区

qiu PRICING MULTI-ASSET OPTIONS WITH SPARSE GRIDS
1 个回复 - 762 次查看【作者(必填)】Leentvaar, C.C.W【文题(必填)】 PRICING MULTI-ASSET OPTIONS WITH SPARSE GRIDS【年份(必填)】 2008 【全文链接或数据库名称(选填)】http://www.narcis.nl/publication/RecordID/oai:tudelft.nl: ...2013-2-22 13:09 - 凸集分离定理 - 求助成功区

【双周论坛】(12月7日) Stochastic equilibria of an asset pricing model with...
0 个回复 - 1098 次查看【本期主题】Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends In this paper, we investigate dynamical properties of a heterogeneous agent model with ...2011-12-6 09:45 - lydia0823 - 学术资源/课程/会议/讲座

Asset Pricing Implications of Pareto Optimality with Private Information
3 个回复 - 6054 次查看 Kocherlakota, N. R. and L. Pistaferri [2004]: "Asset Pricing Implications of Pareto Optimality with Private Information," Stanford University2004-10-1 01:31 - sylvia - 金融学（理论版）

A Capital Asset Pricing Model with Time-Varying Covariances
1 个回复 - 2258 次查看 A Capital Asset Pricing Model with Time-Varying Covariances2009-9-1 03:51 - allenmagic - 金融学（理论版）

[分享]完整版Breeden 1979- an intertemporal asset pricing model with stochastic consum
5 个回复 - 4591 次查看上次在这边下的Breeden 1979- an intertemporal asset pricing model with stochastic consumption and investment opportunities只有前20页，后来在google上找到了一个完整，分享一下：）2009-6-1 11:08 - lawlearner - 金融工程（数量金融）与金融衍生品

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