𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Asset Pricing with Garbage

✍ Scribed by ALEXI SAVOV


Book ID
109177731
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
289 KB
Volume
66
Category
Article
ISSN
0022-1082

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Asset pricing with endogenous aspiration
✍ Fabio Antonelli; Emilio Barucci; Maria Elvira Mancino πŸ“‚ Article πŸ“… 2001 πŸ› Springer Milan 🌐 English βš– 117 KB
Solving asset pricing models with Gaussi
✍ Craig Burnside πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 566 KB

This paper provides a closed-form solution for the price-dividend ratio in a standard asset pricing model when the growth rate of the endowment is a first-order Gaussian autoregression. It determines the conditions under which this solution is bounded. The findings are useful in allowing comparison