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ArticleA Multiperiod Equilibrium Asset Pricing Model

Richard C. Stapleton1978

Article1978

A Multiperiod Equilibrium Asset Pricing Model

Richard C. Stapleton · Marti G. Subrahmanyam

112 citations·0/0 files stored·Econometrica

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

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1961Dividend Policy, Growth, and the Valuation of Shares 1971Optimum consumption and portfolio rules in a continuous-time model 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1966Equilibrium in a Capital Asset Market 1968Optimal Multiperiod Portfolio Policies 1975OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966.1976THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS

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1983Expectations of Real Interest Rates and Aggregate Consumption: Empirical Tests 1979The Fantastic World of Finance: Progress and the Free Lunch 1981Notes on Multiperiod Valuation and the Pricing of Options 1990Risk Aversion and the Intertemporal Behavior of Asset Prices 2007The Allocational Effects of the Precision of Accounting Estimates

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Year1978

Typearticle

Published1978-09-01

VenueEconometrica

ISSN-L0012-9682

Languageen

Citations112

Files0 public / 0

ShelfEconomic theories and models

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doi10.2307/1911437

openalex_workW2007650236

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