Infinite horizon CAPM equilibrium
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- Tom Krebs, 2006.
"Recursive equilibrium in endogenous growth models with incomplete markets,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(3), pages 505-523, November.
- Tom Krebs, 2002. "Recursive Equilibrium in Endigenous Growth Models with Incomplete Markets," Working Papers 2002-30, Brown University, Department of Economics.
- Felix Kubler & Karl Schmedders, 2001.
"Incomplete Markets, Transitory Shocks, and Welfare,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 747-766, October.
- Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks And Welfare," Computing in Economics and Finance 2000 130, Society for Computational Economics.
- Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks and Welfare," Levine's Working Paper Archive 2133, David K. Levine.
- Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks, and Welfare," Discussion Papers 1285, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
More about this item
KeywordsCAPM equilibrium; Consumption smoothing; Incomplete markets; Markov economy;
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