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ArticleTime preference and capital asset pricing models

Yaacov Z. Bergman1985

Article1985

Time preference and capital asset pricing models

Yaacov Z. Bergman

63 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1985A Theory of the Term Structure of Interest Rates 1973An Intertemporal Capital Asset Pricing Model 1971Optimum consumption and portfolio rules in a continuous-time model 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1978Asset Prices in an Exchange Economy 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming

Cited by

1990Recursive utility and the Ramsey problem 1991Optimal Investment Strategies for University Endowment Funds 1989Capital Asset Pricing Model 2020Time-varying state variable risk premia in the ICAPM 1992Optimal consumption and portfolio rules with intertemporally dependent utility of consumption 1989International risk sharing and capital mobility

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Year1985

Typearticle

Published1985-03-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations63

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(85)90047-9

openalex_workW1990172433

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2003Chapter 10 Arbitrage, state prices and portfolio theory

1993Time-series tests of a non-expected-utility model of asset pricing