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Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands

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  • Athanasoulis, Stefano G.
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    File URL: http://www.sciencedirect.com/science/article/pii/S0165-1889(04)00043-0
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    Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

    Volume (Year): 29 (2005)
    Issue (Month): 3 (March)
    Pages: 423-447

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    Handle: RePEc:eee:dyncon:v:29:y:2005:i:3:p:423-447
    Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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    22. Grossman, Sanford J. & Shiller, Robert J., 1982. "Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information," Journal of Financial Economics, Elsevier, vol. 10(2), pages 195-210, July.
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    33. Aiyagari, S. Rao & Gertler, Mark, 1991. "Asset returns with transactions costs and uninsured individual risk," Journal of Monetary Economics, Elsevier, vol. 27(3), pages 311-331, June.
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