An intertemporal asset pricing model with stochastic consumption and investment opportunities-Reference-Cited by-同舟云学术

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An intertemporal asset pricing model with stochastic consumption and investment opportunities

Published:1979-09 Issue:3 Volume:7 Page:265-296
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Breeden Douglas T.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference45 articles.

1. Stochastic differential equations: Theory and applications;Arnold,1974

2. The role of securities in the optimal allocation of risk-bearing;Arrow;Review of Economic Studies,1964

3. The theory of risk aversion;Arrow;Aspects of the theory of risk-bearing,1965

4. Capital market equilibrium with restricted borrowing;Black;Journal of Business,1972

5. Changing consumption and investment opportunities and the valuation of securities;Breeden,1977

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