Time preference and capital asset pricing models

Author:

Bergman Yaacov Z.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference32 articles.

1. Maximizing stationary utility in a constant technology;Beals;SIAM Journal of Applied Mathematics,1969

2. Stochastic optimal control;Bertsekas,1978

3. An optimal growth model with stationary non-additive utilities;Boyer;Canadian Journal of Economics,1975

4. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1979

5. Asset pricing in economy with production: A ‘selective’ survey;Brock,1980

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