On Formulating and Solving Portfolio Decision and Asset Pricing Problems-Reference-Cited by-同舟云学术

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On Formulating and Solving Portfolio Decision and Asset Pricing Problems

Published:2014 Issue: Volume: Page:161-223
ISSN:1574-0021
Container-title:Handbook of Computational Economics Vol. 3
language:
Short-container-title:

Author:

Chen Yu,Cosimano Thomas F.,Himonas Alex A.

Publisher

Elsevier

Reference137 articles.

1. Asset prices under habit formation and catching up with the Jonees;Abel;American Economic Review,1990

2. Equity premia with benchmark levels of consumption: closed-form results;Abel,2007

3. Introduction to Modern Economic Growth;Acemoglu,2009

4. Complex Analysis: An Introduction to the Theory of Analytic Functions of One Complex Variable;Ahlfors,1979

5. Complex Analysis;Ahlfors,1979

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Higher Order Effects in Asset Pricing Models with Long‐Run Risks;The Journal of Finance;2018-03-09

2. Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences;SSRN Electronic Journal;2014

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