TEMPORAL RESOLUTION OF UNCERTAINTY IN STAPLETON AND SUBRAHMANYAMS MULTIPERIOD EQUILIBRIUM ASSET PRICING MODEL

被引：3
|
作者：
KREPS, DM
WILSON, R
机构：
来源：
ECONOMETRICA | 1980年 / 48卷 / 06期
关键词：
D O I：
10.2307/1912826
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：1565 / 1566
页数：2
相关论文
共 40 条
  • [1] MULTIPERIOD EQUILIBRIUM ASSET PRICING MODEL
    STAPLETON, RC
    SUBRAHMANYAM, MG
    ECONOMETRICA, 1978, 46 (05) : 1077 - 1096
  • [2] A Multiperiod Equilibrium Pricing Model
    Kwak, Minsuk
    Pirvu, Traian A.
    Zhang, Huayue
    JOURNAL OF APPLIED MATHEMATICS, 2014,
  • [3] Asset pricing model uncertainty
    Borup, Daniel
    JOURNAL OF EMPIRICAL FINANCE, 2019, 54 : 166 - 189
  • [4] A MULTIPERIOD ASSET-PRICING MODEL WITH UNOBSERVABLE MARKET PORTFOLIO - A NOTE
    KAZEMI, HB
    JOURNAL OF FINANCE, 1988, 43 (04): : 1015 - 1024
  • [5] ADMISSIBLE UNCERTAINTY IN THE INTERTEMPORAL ASSET PRICING MODEL
    CONSTANTINIDES, GM
    JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) : 71 - 86
  • [6] Asset pricing model uncertainty and portfolio choice
    Carrasco, Ignacio
    Hansen, Erwin
    FINANCE RESEARCH LETTERS, 2022, 45
  • [7] An equilibrium model of asset pricing and moral hazard
    Hui, OY
    REVIEW OF FINANCIAL STUDIES, 2005, 18 (04): : 1253 - 1303
  • [8] CAPITAL-ASSET PRICES AND THE TEMPORAL RESOLUTION OF UNCERTAINTY
    EPSTEIN, LG
    TURNBULL, SM
    JOURNAL OF FINANCE, 1980, 35 (03): : 627 - 643
  • [9] CAPITAL ASSET PRICING MODEL UNDER DISTRIBUTION UNCERTAINTY
    Chen, Yu
    Cui, Zixian
    Di, Shihan
    Zhao, Peibiao
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2022, 18 (05) : 3283 - 3313
  • [10] COMPARATIVE DYNAMICS OF AN EQUILIBRIUM INTERTEMPORAL ASSET PRICING MODEL
    DONALDSON, JB
    MEHRA, R
    REVIEW OF ECONOMIC STUDIES, 1984, 51 (03): : 491 - 508
1234