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Equilibrium variance risk premium in a cost-free production economy · Study

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ArticleEquilibrium variance risk premium in a cost-free production economy

Xinfeng Ruan2018

Article2018

Equilibrium variance risk premium in a cost-free production economy

Xinfeng Ruan · Jin E. Zhang

15 citations·0/0 files stored·Journal of Economic Dynamics and Control

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

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References

1985A Theory of the Term Structure of Interest Rates 1982Time to Build and Aggregate Fluctuations 1985The equity premium: A puzzle 1978Asset Prices in an Exchange Economy 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1982Tobin's Marginal q and Average q: A Neoclassical Interpretation 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions

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Year2018

Typearticle

Published2018-10-23

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations15

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jedc.2018.08.011

openalex_workW2898549407

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