Intertemporal asset pricing and the marginal utility of wealth
Language: en
Pages: 52
Authors: Anna Battauz
Categories:
Type: BOOK - Published: 2012 - Publisher:

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We consider the general class of discrete-time, ጿinite-horizon intertemporal asset pricing models in which preferences for consumption at the intermediate dat
Intertemporal Asset Pricing Without Consumption Data
Language: en
Pages: 35
Authors: John Y. Campbell
Categories: Capital assets pricing model
Type: BOOK - Published: 1992 - Publisher:

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This paper proposes a new way to generalize the insights of static asset pricing theory to a multi-period setting. The paper uses a loglinear approximation to t
Asset Pricing for Dynamic Economies
Language: en
Pages: 702
Authors: Sumru Altug
Categories: Business & Economics
Type: BOOK - Published: 2008-09-11 - Publisher: Cambridge University Press

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This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitione
Asset Pricing
Language: en
Pages: 560
Authors: John H. Cochrane
Categories: Business & Economics
Type: BOOK - Published: 2009-04-11 - Publisher: Princeton University Press

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Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised e
Financial Markets and the Real Economy
Language: en
Pages: 117
Authors: John H. Cochrane
Categories: Business & Economics
Type: BOOK - Published: 2005 - Publisher: Now Publishers Inc

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Financial Markets and the Real Economy reviews the current academic literature on the macroeconomics of finance.