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IMPLICATIONS OF SECURITY MARKET DATA FOR MODELS OF DYNAMIC ECONOMIES
被引:635
作者
:
HANSEN, LP
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES, CAMBRIDGE, MA 02138 USA
HANSEN, LP
JAGANNATHAN, R
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES, CAMBRIDGE, MA 02138 USA
JAGANNATHAN, R
机构
:
[1]
NATL BUR ECON RES, CAMBRIDGE, MA 02138 USA
[2]
FED RESERVE BANK, MINNEAPOLIS, MN USA
[3]
UNIV MINNESOTA, MINNEAPOLIS, MN 55455 USA
来源
:
JOURNAL OF POLITICAL ECONOMY
|
1991年
/ 99卷
/ 02期
关键词
:
D O I
:
10.1086/261749
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:225 / 262
页数:38
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INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
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PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES
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→
共 54 条
[1]
SPANNING THE STATE-SPACE WITH OPTIONS
[J].
ARDITTI, FD
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
NYU,NEW YORK,NY 10003
ARDITTI, FD
;
JOHN, K
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
NYU,NEW YORK,NY 10003
JOHN, K
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1980,
15
(01)
:1
-9
[2]
INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
BREEDEN, DT
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
:265
-296
[3]
PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
BREEDEN, DT
;
LITZENBERGER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
LITZENBERGER, RH
.
JOURNAL OF BUSINESS,
1978,
51
(04)
:621
-651
[4]
ECONOMIC-SIGNIFICANCE OF PREDICTABLE VARIATIONS IN STOCK INDEX RETURNS
[J].
BREEN, W
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027
BREEN, W
;
GLOSTEN, LR
论文数:
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h-index:
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GLOSTEN, LR
;
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论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027
JAGANNATHAN, R
.
JOURNAL OF FINANCE,
1989,
44
(05)
:1177
-1189
[5]
A SIMPLE ECONOMETRIC-APPROACH FOR UTILITY-BASED ASSET PRICING-MODELS
[J].
BROWN, DP
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
BROWN, DP
;
GIBBONS, MR
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
GIBBONS, MR
.
JOURNAL OF FINANCE,
1985,
40
(02)
:359
-381
[6]
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
[J].
Campbell, John Y.
论文数:
0
引用数:
0
h-index:
0
机构:
Princeton Univ, Princeton, NJ 08544 USA
Princeton Univ, Princeton, NJ 08544 USA
Campbell, John Y.
;
论文数:
引用数:
h-index:
机构:
Shiller, Robert J.
.
REVIEW OF FINANCIAL STUDIES,
1988,
1
(03)
:195
-228
[7]
ARBITRAGE, FACTOR STRUCTURE, AND MEAN-VARIANCE ANALYSIS ON LARGE ASSET MARKETS
[J].
CHAMBERLAIN, G
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,MADISON,WI 53706
CHAMBERLAIN, G
;
ROTHSCHILD, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,MADISON,WI 53706
ROTHSCHILD, M
.
ECONOMETRICA,
1983,
51
(05)
:1281
-1304
[8]
FUNDS, FACTORS, AND DIVERSIFICATION IN ARBITRAGE PRICING-MODELS
[J].
CHAMBERLAIN, G
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,MADISON,WI 53706
UNIV WISCONSIN,MADISON,WI 53706
CHAMBERLAIN, G
.
ECONOMETRICA,
1983,
51
(05)
:1305
-1323
[9]
CLARK SA, 1990, IN PRESS J MATH EC, V19
[10]
A UNIFIED BETA PRICING THEORY
[J].
CONNOR, G
论文数:
0
引用数:
0
h-index:
0
CONNOR, G
.
JOURNAL OF ECONOMIC THEORY,
1984,
34
(01)
:13
-31
←
1
2
3
4
5
6
→