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A Multiperiod Equilibrium Asset Pricing Model

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References

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1983Expectations of Real Interest Rates and Aggregate Consumption: Empirical Tests67 cited
1979The Fantastic World of Finance: Progress and the Free Lunch42 cited
1981Notes on Multiperiod Valuation and the Pricing of Options37 cited
1990Risk Aversion and the Intertemporal Behavior of Asset Prices34 cited
2007The Allocational Effects of the Precision of Accounting Estimates29 cited
1992An Intemporal Model of Asset Prices in a Markov Economy with a Limiting Stationary Distribution

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2010Disclosure “Bunching”24 cited

2005Theory of Valuation: Overview and Recent Developments24 cited

1987Multiperiod Financial Planning19 cited

2004A Model of Auditing Under Bright-Line Accounting Standards16 cited